+784.1%
DE vs CP
+251.7%
+532.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | -0.7% | +2.9% | +2.7% |
| 30D | +9.3% | +9.6% | -0.3% | +3.4% |
| 3M | +12.2% | +2.2% | +10.0% | +10.4% |
| 6M | +18.1% | +11.1% | +7.0% | +10.1% |
| YTD | +49.8% | +28.2% | +21.6% | +27.8% |
| 1Y | +46.4% | +32.2% | +14.2% | +22.5% |
| 3Y | +92.5% | +35.5% | +57.0% | +54.6% |
| 5Y | +107.4% | +26.8% | +80.6% | +69.8% |
| 10Y | +784.1% | +256.9% | +527.1% | +304.1% |
| All | +784.1% | +251.7% | +532.4% | +304.1% |
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