+796.3%
AU vs CP
+257.3%
+539.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -7.2% | +2.1% | -9.4% | -7.7% |
| 30D | -2.9% | +9.3% | -12.2% | -5.2% |
| 3M | -8.7% | +0.5% | -9.1% | -8.8% |
| 6M | -14.1% | +10.4% | -24.6% | -16.4% |
| YTD | +4.8% | +28.7% | -23.9% | -1.5% |
| 1Y | +11.9% | +33.2% | -21.3% | +4.2% |
| 3Y | +513.8% | +38.4% | +475.4% | +463.7% |
| 5Y | +379.3% | +26.2% | +353.1% | +346.6% |
| All | +796.3% | +257.3% | +539.0% | +651.9% |
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