+105.9%
C vs ALL
+143.1%
-37.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.8% |
| 7D | -2.4% | -1.9% | -0.4% | -1.9% |
| 30D | -6.0% | +13.8% | -19.8% | -9.7% |
| 3M | -10.5% | -7.0% | -3.6% | -8.8% |
| 6M | -5.7% | +18.0% | -23.7% | -11.8% |
| YTD | +4.1% | +24.2% | -20.1% | -4.8% |
| 1Y | +20.5% | +31.2% | -10.7% | +7.7% |
| 3Y | +208.1% | +107.5% | +100.6% | +123.4% |
| All | +105.9% | +143.1% | -37.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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