+131.6%
C vs BG
+84.8%
+46.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.8% |
| 7D | +3.2% | +2.4% | +0.8% | +2.5% |
| 30D | +1.3% | +15.0% | -13.7% | -2.4% |
| 3M | +3.1% | -0.7% | +3.8% | +2.9% |
| 6M | +29.6% | +7.5% | +22.1% | +25.8% |
| YTD | +19.0% | +41.6% | -22.7% | +5.8% |
| 1Y | +45.6% | +50.7% | -5.0% | +26.1% |
| 3Y | +269.3% | +20.3% | +249.0% | +242.4% |
| 5Y | +131.6% | +85.2% | +46.3% | +64.2% |
| All | +131.6% | +84.8% | +46.8% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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