+188.2%
B vs CP
+220.9%
-32.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | +9.4% | +0.2% | +9.3% | +9.4% |
| 3M | +5.0% | +2.6% | +2.4% | +4.3% |
| 6M | -3.5% | +6.0% | -9.5% | -5.0% |
| YTD | +4.5% | +24.9% | -20.5% | -1.1% |
| 1Y | +67.8% | +20.1% | +47.7% | +60.2% |
| 3Y | +196.7% | +16.4% | +180.3% | +183.1% |
| 5Y | +151.9% | +31.7% | +120.2% | +133.1% |
| All | +188.2% | +220.9% | -32.7% | +123.8% |
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