+207.2%
C vs CP
+259.0%
-51.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | +4.7% | +0.9% | +3.8% | +4.1% |
| 30D | +0.2% | +10.3% | -10.2% | -6.2% |
| 3M | -9.3% | +2.3% | -11.6% | -11.0% |
| 6M | -0.8% | +10.7% | -11.6% | -8.3% |
| YTD | +8.5% | +29.3% | -20.8% | -10.6% |
| 1Y | +23.1% | +31.5% | -8.4% | +0.3% |
| 3Y | +220.8% | +36.7% | +184.1% | +146.3% |
| 5Y | +112.4% | +26.8% | +85.6% | +66.6% |
| All | +207.2% | +259.0% | -51.9% | +18.6% |
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