+109.4%
C vs CP
+27.2%
+82.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.4% | -4.7% |
| 7D | -5.3% | +6.1% | -11.4% | -7.9% |
| 30D | -7.3% | +9.8% | -17.1% | -11.3% |
| 3M | -13.5% | +2.7% | -16.2% | -14.8% |
| 6M | -6.5% | +12.8% | -19.3% | -12.5% |
| YTD | +3.6% | +28.2% | -24.6% | -9.6% |
| 1Y | +18.9% | +34.1% | -15.2% | +1.2% |
| 3Y | +205.0% | +28.9% | +176.1% | +159.8% |
| 5Y | +109.4% | +27.1% | +82.3% | +75.3% |
| All | +109.4% | +27.2% | +82.2% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling