+911.5%
BE vs CP
+157.4%
+754.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.1% |
| 7D | +20.0% | -2.7% | +22.7% | +22.3% |
| 30D | +7.9% | +0.2% | +7.7% | +7.6% |
| 3M | -13.2% | +2.6% | -15.8% | -16.4% |
| 6M | +53.5% | +6.0% | +47.5% | +43.8% |
| YTD | +191.0% | +24.9% | +166.1% | +136.2% |
| 1Y | +360.5% | +20.1% | +340.4% | +284.7% |
| 3Y | +1,568.0% | +16.4% | +1,551.6% | +1,300.0% |
| 5Y | +1,055.2% | +31.7% | +1,023.4% | +757.2% |
| All | +911.5% | +157.4% | +754.1% | +228.8% |
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