+363.8%
ALL vs CP
+261.0%
+102.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | -3.9% | +2.8% | -6.6% | -4.9% |
| 30D | +10.6% | +11.3% | -0.7% | +6.1% |
| 3M | -4.6% | +2.9% | -7.4% | -5.8% |
| 6M | +20.2% | +9.8% | +10.4% | +15.4% |
| YTD | +23.7% | +28.5% | -4.8% | +10.8% |
| 1Y | +27.9% | +33.5% | -5.6% | +12.7% |
| 3Y | +109.2% | +31.9% | +77.2% | +79.9% |
| 5Y | +148.0% | +25.5% | +122.5% | +113.9% |
| 10Y | +363.8% | +257.6% | +106.2% | +168.6% |
| All | +363.8% | +261.0% | +102.8% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling