+992.7%
C vs B
+714.7%
+278.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.6% | -5.1% |
| 7D | -5.3% | +4.3% | -9.6% | -5.5% |
| 30D | -7.3% | -0.9% | -6.4% | -7.3% |
| 3M | -13.5% | -1.4% | -12.1% | -13.5% |
| 6M | -6.5% | +5.0% | -11.5% | -6.9% |
| YTD | +3.6% | -5.8% | +9.4% | +3.5% |
| 1Y | +18.9% | +25.6% | -6.7% | +17.1% |
| 3Y | +205.0% | +161.6% | +43.4% | +188.8% |
| 5Y | +109.4% | +135.2% | -25.8% | +98.3% |
| 10Y | +232.9% | +170.7% | +62.2% | +209.1% |
| All | +992.7% | +714.7% | +278.0% | +1,043.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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