+675.5%
BE vs CP
+164.8%
+510.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +10.5% |
| 7D | -1.2% | +2.8% | -4.0% | -3.2% |
| 30D | -30.9% | +11.3% | -42.2% | -36.4% |
| 3M | -11.6% | +2.9% | -14.5% | -13.9% |
| 6M | -25.7% | +9.8% | -35.5% | -32.4% |
| YTD | +123.1% | +28.5% | +94.6% | +76.5% |
| 1Y | +43.4% | +33.5% | +9.9% | +10.0% |
| 3Y | +1,683.6% | +31.9% | +1,651.7% | +1,240.0% |
| 5Y | +465.4% | +25.5% | +439.9% | +340.2% |
| All | +675.5% | +164.8% | +510.8% | +145.7% |
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