+214.8%
B vs CP
+257.3%
-42.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -7.3% | +2.1% | -9.5% | -7.8% |
| 30D | -3.3% | +9.3% | -12.7% | -5.5% |
| 3M | -7.8% | +0.5% | -8.2% | -7.9% |
| 6M | -15.5% | +10.4% | -26.0% | -17.6% |
| YTD | -12.3% | +28.7% | -41.0% | -17.4% |
| 1Y | +5.4% | +33.2% | -27.8% | -1.6% |
| 3Y | +165.5% | +38.4% | +127.1% | +144.5% |
| 5Y | +107.0% | +26.2% | +80.8% | +93.0% |
| All | +214.8% | +257.3% | -42.5% | +147.6% |
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