+186.7%
B vs CP
+253.8%
-67.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | +9.6% | +2.8% | +6.8% | +8.9% |
| 30D | +3.5% | +10.2% | -6.7% | +1.1% |
| 3M | -1.6% | +2.4% | -3.9% | -2.1% |
| 6M | -1.7% | +7.7% | -9.3% | -3.5% |
| YTD | -5.3% | +26.0% | -31.3% | -10.4% |
| 1Y | +27.2% | +34.6% | -7.4% | +18.6% |
| 3Y | +166.1% | +26.7% | +139.4% | +149.8% |
| 5Y | +136.5% | +24.9% | +111.6% | +121.3% |
| All | +186.7% | +253.8% | -67.1% | +128.7% |
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