+266.9%
C vs P
+485.4%
-218.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +3.6% | +6.5% | -2.9% | +2.2% |
| 30D | +0.1% | +18.8% | -18.8% | -4.3% |
| 3M | +2.4% | +26.7% | -24.3% | -4.1% |
| 6M | +24.9% | +62.2% | -37.2% | +9.3% |
| YTD | +19.8% | +48.5% | -28.7% | +6.3% |
| 1Y | +44.9% | +26.4% | +18.5% | +30.3% |
| 3Y | +263.0% | +159.4% | +103.6% | +154.0% |
| 5Y | +129.5% | +275.8% | -146.3% | +39.1% |
| 10Y | +291.6% | +732.0% | -440.4% | +78.6% |
| All | +266.9% | +485.4% | -218.5% | +69.5% |
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