+112.2%
C vs ALL
+157.6%
-45.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -0.6% |
| 7D | -0.4% | -0.1% | -0.2% | -0.4% |
| 30D | -5.2% | +13.8% | -19.0% | -8.9% |
| 3M | -9.1% | -2.8% | -6.3% | -8.5% |
| 6M | -1.6% | +23.7% | -25.2% | -9.3% |
| YTD | +6.9% | +27.3% | -20.3% | -2.9% |
| 1Y | +23.0% | +30.5% | -7.6% | +10.4% |
| 3Y | +216.1% | +113.0% | +103.1% | +127.3% |
| 5Y | +112.2% | +157.6% | -45.3% | +35.5% |
| All | +112.2% | +157.6% | -45.4% | +35.5% |
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