+69.0%
F vs CP
+251.7%
-182.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -0.7% | -1.5% | -1.7% |
| 30D | +3.3% | +9.6% | -6.3% | -2.5% |
| 3M | -11.3% | +2.2% | -13.5% | -12.7% |
| 6M | +5.3% | +11.1% | -5.8% | -1.8% |
| YTD | -2.2% | +28.2% | -30.4% | -17.2% |
| 1Y | -3.5% | +32.2% | -35.7% | -19.9% |
| 3Y | +49.5% | +35.5% | +14.0% | +20.4% |
| 5Y | -13.5% | +26.8% | -40.3% | -28.2% |
| 10Y | +69.0% | +256.9% | -187.9% | -25.7% |
| All | +69.0% | +251.7% | -182.7% | -25.7% |
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 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