-54.2%
C vs BG
+949.6%
-1,003.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.5% |
| 7D | -0.9% | +7.4% | -8.3% | -4.2% |
| 30D | -5.4% | -1.5% | -3.9% | -5.1% |
| 3M | -9.2% | -6.1% | -3.1% | -7.4% |
| 6M | -1.8% | -18.0% | +16.2% | +5.7% |
| YTD | +6.7% | +15.6% | -9.0% | -4.0% |
| 1Y | +23.5% | +9.6% | +14.0% | +13.9% |
| 3Y | +219.8% | +6.3% | +213.5% | +187.6% |
| 5Y | +112.4% | +24.6% | +87.8% | +69.9% |
| 10Y | +220.1% | +98.1% | +121.9% | +88.6% |
| All | -54.2% | +949.6% | -1,003.8% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling