-53.4%
C vs BG
+937.2%
-990.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +4.7% | +1.5% | +3.3% | +4.0% |
| 30D | +0.2% | -7.0% | +7.2% | +3.4% |
| 3M | -9.3% | -10.0% | +0.6% | -5.7% |
| 6M | -0.8% | -19.8% | +19.0% | +7.9% |
| YTD | +8.5% | +14.3% | -5.8% | -1.8% |
| 1Y | +23.1% | +6.5% | +16.6% | +15.0% |
| 3Y | +220.8% | +4.4% | +216.4% | +191.0% |
| 5Y | +112.4% | +20.2% | +92.2% | +72.9% |
| 10Y | +217.9% | +108.5% | +109.4% | +82.7% |
| All | -53.4% | +937.2% | -990.6% | -82.1% |
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