+105.9%
C vs SO
+75.0%
+30.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -2.4% | -1.5% | -0.9% | -2.2% |
| 30D | -6.0% | +8.1% | -14.1% | -7.2% |
| 3M | -10.5% | +0.2% | -10.8% | -10.6% |
| 6M | -5.7% | +0.4% | -6.1% | -6.0% |
| YTD | +4.1% | +8.5% | -4.4% | +1.7% |
| 1Y | +20.5% | +4.9% | +15.5% | +18.5% |
| 3Y | +208.1% | +47.9% | +160.2% | +167.5% |
| All | +105.9% | +75.0% | +30.9% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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