+668.0%
BE vs CP
+165.1%
+502.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | +10.8% | +2.1% | +8.7% | +9.3% |
| 30D | -19.8% | +9.3% | -29.1% | -25.2% |
| 3M | -18.7% | +0.5% | -19.2% | -19.5% |
| 6M | -33.7% | +10.4% | -44.2% | -39.9% |
| YTD | +121.0% | +28.7% | +92.3% | +74.6% |
| 1Y | +85.4% | +33.2% | +52.2% | +42.2% |
| 3Y | +1,709.5% | +38.4% | +1,671.1% | +1,204.2% |
| 5Y | +462.2% | +26.2% | +436.0% | +335.7% |
| All | +668.0% | +165.1% | +502.9% | +143.0% |
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 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