+14,609.3%
DE vs CP
+7,669.4%
+6,939.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +10.0% | -2.7% | +12.7% | +11.3% |
| 30D | +13.3% | +0.2% | +13.2% | +13.1% |
| 3M | +17.5% | +2.6% | +14.9% | +15.7% |
| 6M | +13.6% | +6.0% | +7.6% | +10.0% |
| YTD | +49.8% | +24.9% | +24.8% | +34.2% |
| 1Y | +47.9% | +20.1% | +27.8% | +34.6% |
| 3Y | +72.5% | +16.4% | +56.1% | +57.6% |
| 5Y | +90.2% | +31.7% | +58.5% | +62.1% |
| 10Y | +865.4% | +223.9% | +641.5% | +440.3% |
| All | +14,609.3% | +7,669.4% | +6,939.9% | +2,017.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling