+977.1%
BE vs CP
+153.1%
+824.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.0% |
| 7D | +23.9% | +0.6% | +23.3% | +23.5% |
| 30D | +27.8% | -0.5% | +28.3% | +28.1% |
| 3M | +3.7% | +0.1% | +3.7% | +1.8% |
| 6M | +78.0% | +7.8% | +70.1% | +63.6% |
| YTD | +209.9% | +22.9% | +187.1% | +154.6% |
| 1Y | +389.6% | +21.3% | +368.3% | +305.1% |
| 3Y | +1,730.6% | +20.4% | +1,710.2% | +1,389.1% |
| 5Y | +1,227.8% | +34.9% | +1,192.9% | +863.2% |
| All | +977.1% | +153.1% | +824.1% | +254.4% |
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