+293.4%
C vs CP
+220.9%
+72.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | -2.7% | +6.3% | +5.4% |
| 30D | +0.1% | +0.2% | -0.1% | -0.2% |
| 3M | +2.4% | +2.6% | -0.1% | 0.0% |
| 6M | +24.9% | +6.0% | +19.0% | +18.8% |
| YTD | +19.8% | +24.9% | -5.1% | +1.4% |
| 1Y | +44.9% | +20.1% | +24.8% | +25.5% |
| 3Y | +263.0% | +16.4% | +246.6% | +213.2% |
| 5Y | +129.5% | +31.7% | +97.8% | +74.2% |
| All | +293.4% | +220.9% | +72.5% | +63.7% |
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