+108.1%
DE vs CP
+25.5%
+82.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +3.3% | +2.8% | +0.5% | +1.8% |
| 30D | +10.7% | +11.0% | -0.3% | +4.7% |
| 3M | +13.1% | +3.8% | +9.3% | +10.6% |
| 6M | +20.2% | +9.5% | +10.7% | +13.9% |
| YTD | +48.9% | +28.2% | +20.7% | +29.4% |
| 1Y | +46.6% | +33.0% | +13.7% | +25.0% |
| 3Y | +91.4% | +35.5% | +55.8% | +57.3% |
| 5Y | +108.1% | +25.8% | +82.4% | +72.0% |
| All | +108.1% | +25.5% | +82.6% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling