+196.7%
EXC vs CP
+257.3%
-60.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | +1.4% | +2.1% | -0.8% | +0.6% |
| 30D | +8.6% | +9.3% | -0.8% | +5.0% |
| 3M | +2.4% | +0.5% | +1.9% | +2.0% |
| 6M | +6.5% | +10.4% | -4.0% | +2.4% |
| YTD | +9.0% | +28.7% | -19.6% | -1.6% |
| 1Y | +4.6% | +33.2% | -28.6% | -7.0% |
| 3Y | +33.5% | +38.4% | -4.9% | +12.9% |
| 5Y | +41.4% | +26.2% | +15.2% | +22.0% |
| All | +196.7% | +257.3% | -60.7% | +85.6% |
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