+593.0%
BE vs CP
+159.5%
+433.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.4% | -11.2% | -11.8% |
| 7D | -14.7% | +2.8% | -17.5% | -16.5% |
| 30D | -40.5% | +10.2% | -50.7% | -44.9% |
| 3M | -24.3% | +2.4% | -26.7% | -26.1% |
| 6M | -39.3% | +7.7% | -47.0% | -43.9% |
| YTD | +99.4% | +26.0% | +73.4% | +60.1% |
| 1Y | +26.6% | +34.6% | -8.1% | -3.8% |
| 3Y | +1,616.9% | +26.7% | +1,590.3% | +1,232.1% |
| 5Y | +441.4% | +24.9% | +416.5% | +322.2% |
| All | +593.0% | +159.5% | +433.4% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling