+854.6%
DE vs CP
+230.5%
+624.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -0.8% |
| 30D | +9.7% | -3.4% | +13.1% | +11.7% |
| 3M | +21.4% | -0.6% | +22.0% | +21.3% |
| 6M | +15.0% | +6.3% | +8.7% | +10.0% |
| YTD | +46.4% | +21.2% | +25.2% | +29.4% |
| 1Y | +45.6% | +20.0% | +25.6% | +29.0% |
| 3Y | +76.8% | +18.7% | +58.1% | +54.2% |
| 5Y | +99.4% | +34.8% | +64.7% | +56.6% |
| All | +854.6% | +230.5% | +624.0% | +360.2% |
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