+208.8%
C vs EXC
+183.9%
+24.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | -5.2% | +9.0% | -14.2% | -9.0% |
| 3M | -9.1% | +3.3% | -12.4% | -10.6% |
| 6M | -1.6% | +5.7% | -7.2% | -4.8% |
| YTD | +6.9% | +7.3% | -0.4% | +1.6% |
| 1Y | +23.0% | +2.9% | +20.0% | +19.1% |
| 3Y | +216.1% | +29.3% | +186.8% | +163.7% |
| 5Y | +112.2% | +40.1% | +72.2% | +63.8% |
| 10Y | +208.8% | +197.7% | +11.1% | +98.4% |
| All | +208.8% | +183.9% | +24.9% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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