+49.1%
D vs CP
+257.3%
-208.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.4% | +2.1% | -3.5% | -2.0% |
| 30D | +7.7% | +9.3% | -1.6% | +4.8% |
| 3M | -0.3% | +0.5% | -0.8% | -0.5% |
| 6M | +10.1% | +10.4% | -0.4% | +6.5% |
| YTD | +19.1% | +28.7% | -9.6% | +9.5% |
| 1Y | +15.9% | +33.2% | -17.3% | +5.4% |
| 3Y | +75.0% | +38.4% | +36.6% | +53.9% |
| 5Y | +13.4% | +26.2% | -12.8% | +1.5% |
| All | +49.1% | +257.3% | -208.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling