+220.1%
C vs CP
+261.0%
-40.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.1% |
| 7D | -0.9% | +2.8% | -3.7% | -2.7% |
| 30D | -5.4% | +11.3% | -16.7% | -11.9% |
| 3M | -9.2% | +2.9% | -12.0% | -11.2% |
| 6M | -1.8% | +9.8% | -11.6% | -8.7% |
| YTD | +6.7% | +28.5% | -21.8% | -11.7% |
| 1Y | +23.5% | +33.5% | -10.0% | -0.4% |
| 3Y | +219.8% | +31.9% | +187.8% | +151.6% |
| 5Y | +112.4% | +25.5% | +86.9% | +67.8% |
| 10Y | +220.1% | +257.6% | -37.5% | +23.4% |
| All | +220.1% | +261.0% | -40.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling