+657.8%
C vs M
+425.5%
+232.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.9% | +0.8% | -2.7% |
| 7D | -5.3% | -2.1% | -3.2% | -4.6% |
| 30D | -7.3% | +7.7% | -15.0% | -10.2% |
| 3M | -13.5% | -4.4% | -9.1% | -12.6% |
| 6M | -6.5% | +27.5% | -34.0% | -16.6% |
| YTD | +3.6% | +12.8% | -9.1% | -3.7% |
| 1Y | +18.9% | +20.7% | -1.8% | +7.1% |
| 3Y | +205.0% | +111.3% | +93.7% | +98.0% |
| 5Y | +109.4% | -6.3% | +115.7% | +67.1% |
| 10Y | +232.9% | +1.5% | +231.4% | +86.4% |
| All | +657.8% | +425.5% | +232.2% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling