+197.7%
EXC vs CP
+255.2%
-57.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.1% | +2.8% | -2.7% | -1.0% |
| 30D | +9.0% | +11.0% | -2.0% | +4.9% |
| 3M | +3.3% | +3.8% | -0.6% | +1.7% |
| 6M | +5.7% | +9.5% | -3.8% | +1.9% |
| YTD | +7.3% | +28.2% | -20.9% | -3.0% |
| 1Y | +2.9% | +33.0% | -30.0% | -8.4% |
| 3Y | +29.3% | +35.5% | -6.2% | +10.4% |
| 5Y | +40.1% | +25.8% | +14.3% | +21.0% |
| 10Y | +197.7% | +250.7% | -53.1% | +87.3% |
| All | +197.7% | +255.2% | -57.5% | +87.3% |
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