+206.6%
C vs S
+32.3%
+174.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.8% | +3.8% | -3.7% |
| 7D | -5.3% | -16.7% | +11.4% | -2.7% |
| 30D | -7.3% | -17.0% | +9.6% | -4.9% |
| 3M | -13.5% | +2.0% | -15.5% | -14.4% |
| 6M | -6.5% | +35.1% | -41.5% | -12.6% |
| YTD | +3.6% | +42.8% | -39.2% | -5.0% |
| 1Y | +18.9% | +27.7% | -8.8% | +11.1% |
| All | +206.6% | +32.3% | +174.3% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling