+532.2%
BE vs CP
+25.5%
+506.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | +10.8% | +2.1% | +8.7% | +9.6% |
| 30D | -19.8% | +9.3% | -29.1% | -24.0% |
| 3M | -18.7% | +0.5% | -19.2% | -19.3% |
| 6M | -33.7% | +10.4% | -44.2% | -38.7% |
| YTD | +121.0% | +28.7% | +92.3% | +81.4% |
| 1Y | +85.4% | +33.2% | +52.2% | +48.1% |
| 3Y | +1,709.5% | +38.4% | +1,671.1% | +1,253.7% |
| All | +532.2% | +25.5% | +506.6% | +398.0% |
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