+371.6%
ALL vs CP
+257.3%
+114.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +5.0% | +2.1% | +2.9% | +4.2% |
| 30D | +13.3% | +9.3% | +4.0% | +9.5% |
| 3M | +3.2% | +0.5% | +2.7% | +2.8% |
| 6M | +25.3% | +10.4% | +14.9% | +20.1% |
| YTD | +30.5% | +28.7% | +1.8% | +16.8% |
| 1Y | +29.2% | +33.2% | -4.0% | +14.0% |
| 3Y | +119.1% | +38.4% | +80.7% | +84.4% |
| 5Y | +162.6% | +26.2% | +136.4% | +125.9% |
| All | +371.6% | +257.3% | +114.3% | +174.0% |
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