+1,163.5%
C vs B
+803.7%
+359.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +3.6% | -1.6% | +5.2% | +3.7% |
| 30D | +0.1% | +9.4% | -9.4% | -0.5% |
| 3M | +2.4% | +5.0% | -2.6% | +2.0% |
| 6M | +24.9% | -3.5% | +28.5% | +24.8% |
| YTD | +19.8% | +4.5% | +15.3% | +19.1% |
| 1Y | +44.9% | +67.8% | -22.9% | +40.6% |
| 3Y | +263.0% | +196.7% | +66.3% | +241.7% |
| 5Y | +129.5% | +151.9% | -22.4% | +116.6% |
| 10Y | +291.6% | +202.2% | +89.4% | +261.4% |
| All | +1,163.5% | +803.7% | +359.8% | +1,216.0% |
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