+217.0%
C vs IT
+6,228.4%
-6,011.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.7% |
| 7D | -2.4% | -16.9% | +14.5% | +2.9% |
| 30D | -6.0% | +2.3% | -8.3% | -7.4% |
| 3M | -10.5% | +2.9% | -13.4% | -12.9% |
| 6M | -5.7% | +25.9% | -31.6% | -16.0% |
| YTD | +4.1% | -24.6% | +28.8% | +6.9% |
| 1Y | +20.5% | -16.0% | +36.5% | +19.3% |
| 3Y | +208.1% | -51.6% | +259.7% | +254.3% |
| 5Y | +110.4% | -42.6% | +153.1% | +124.3% |
| 10Y | +234.6% | +103.6% | +131.1% | +137.2% |
| All | +217.0% | +6,228.4% | -6,011.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 all: compounded portfolio wealth divided by compounded IT 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…
all analysis · Full analysis span regression · 6 months rolling