+234.1%
C vs P
+557.5%
-323.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +2.7% |
| 7D | +1.1% | -19.4% | +20.4% | +5.6% |
| 30D | -2.4% | -22.3% | +19.9% | +2.3% |
| 3M | -8.4% | +33.2% | -41.5% | -15.6% |
| 6M | +0.3% | +53.6% | -53.3% | -11.9% |
| YTD | +9.1% | +66.8% | -57.7% | -6.8% |
| 1Y | +26.0% | +17.5% | +8.5% | +14.5% |
| 3Y | +221.2% | +219.7% | +1.5% | +111.6% |
| 5Y | +120.4% | +307.8% | -187.3% | +30.0% |
| 10Y | +250.6% | +855.3% | -604.7% | +53.7% |
| All | +234.1% | +557.5% | -323.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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