+34.5%
D vs CP
+220.9%
-186.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +1.5% | -2.7% | +4.1% | +2.3% |
| 30D | -2.6% | +0.2% | -2.7% | -2.7% |
| 3M | 0.0% | +2.6% | -2.6% | -0.9% |
| 6M | +7.4% | +6.0% | +1.4% | +5.1% |
| YTD | +15.9% | +24.9% | -9.1% | +7.6% |
| 1Y | +18.1% | +20.1% | -2.0% | +10.9% |
| 3Y | +58.4% | +16.4% | +42.0% | +47.7% |
| 5Y | +5.2% | +31.7% | -26.5% | -7.3% |
| All | +34.5% | +220.9% | -186.4% | -6.3% |
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