-60.2%
C vs BR
+1,321.0%
-1,381.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +2.2% |
| 7D | +3.6% | -5.3% | +8.9% | +7.7% |
| 30D | +0.1% | +6.4% | -6.4% | -5.0% |
| 3M | +2.4% | +13.6% | -11.2% | -8.5% |
| 6M | +24.9% | -6.7% | +31.6% | +27.5% |
| YTD | +19.8% | -21.1% | +40.9% | +37.2% |
| 1Y | +44.9% | -29.6% | +74.4% | +80.7% |
| 3Y | +263.0% | -2.4% | +265.4% | +243.8% |
| 5Y | +129.5% | +11.2% | +118.3% | +86.6% |
| 10Y | +291.6% | +191.8% | +99.8% | +29.3% |
| All | -60.2% | +1,321.0% | -1,381.2% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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