+105.9%
C vs M
-11.5%
+117.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.5% |
| 7D | -2.4% | -4.3% | +1.9% | -1.5% |
| 30D | -6.0% | +1.3% | -7.3% | -6.3% |
| 3M | -10.5% | -7.4% | -3.2% | -9.4% |
| 6M | -5.7% | +18.3% | -24.1% | -10.0% |
| YTD | +4.1% | +7.6% | -3.4% | +1.2% |
| 1Y | +20.5% | +17.4% | +3.1% | +14.6% |
| 3Y | +208.1% | +108.4% | +99.8% | +144.8% |
| All | +105.9% | -11.5% | +117.4% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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