+146.2%
B vs CP
+27.1%
+119.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.5% |
| 7D | +11.3% | +2.8% | +8.5% | +10.3% |
| 30D | +2.9% | +11.3% | -8.4% | -0.9% |
| 3M | -2.9% | +2.9% | -5.7% | -3.8% |
| 6M | -1.2% | +9.8% | -11.0% | -4.5% |
| YTD | -1.3% | +28.5% | -29.9% | -9.5% |
| 1Y | +30.4% | +33.5% | -3.1% | +18.1% |
| 3Y | +195.3% | +31.9% | +163.3% | +164.4% |
| 5Y | +146.2% | +25.5% | +120.7% | +121.0% |
| All | +146.2% | +27.1% | +119.1% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling