+402.1%
C vs ALL
+3,667.9%
-3,265.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.7% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +0.1% | -1.5% | +1.5% | +0.7% |
| 3M | +2.4% | +23.6% | -21.2% | -13.7% |
| 6M | +24.9% | +22.3% | +2.6% | +5.5% |
| YTD | +19.8% | +26.5% | -6.7% | -2.3% |
| 1Y | +44.9% | +27.0% | +17.9% | +17.1% |
| 3Y | +263.0% | +149.6% | +113.4% | +69.5% |
| 5Y | +129.5% | +118.1% | +11.4% | +12.7% |
| 10Y | +291.6% | +369.0% | -77.4% | +10.0% |
| All | +402.1% | +3,667.9% | -3,265.7% | -48.0% |
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