+96.4%
DE vs CP
+34.0%
+62.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.7% | +2.4% | -1.7% | -0.6% |
| 30D | +9.6% | -0.5% | +10.2% | +9.8% |
| 3M | +19.0% | +1.4% | +17.6% | +17.7% |
| 6M | +16.1% | +10.3% | +5.7% | +9.4% |
| YTD | +47.0% | +24.3% | +22.7% | +30.1% |
| 1Y | +43.1% | +20.4% | +22.7% | +28.4% |
| 3Y | +77.5% | +21.8% | +55.7% | +55.0% |
| 5Y | +96.4% | +31.5% | +64.8% | +58.4% |
| All | +96.4% | +34.0% | +62.3% | +58.4% |
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