+334.2%
C vs ALL
+3,771.7%
-3,437.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.2% | -4.4% |
| 7D | -5.3% | +4.2% | -9.5% | -8.1% |
| 30D | -7.3% | +18.9% | -26.3% | -18.4% |
| 3M | -13.5% | +1.2% | -14.7% | -15.2% |
| 6M | -6.5% | +23.2% | -29.7% | -21.8% |
| YTD | +3.6% | +30.0% | -26.4% | -17.7% |
| 1Y | +18.9% | +39.6% | -20.7% | -10.6% |
| 3Y | +205.0% | +115.2% | +89.7% | +58.9% |
| 5Y | +109.4% | +156.2% | -46.9% | -9.4% |
| 10Y | +232.9% | +398.0% | -165.1% | -11.0% |
| All | +334.2% | +3,771.7% | -3,437.4% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling