+336.0%
IR vs CP
+228.1%
+107.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +2.5% | +2.1% | +0.4% | +1.1% |
| 30D | +9.2% | +9.3% | -0.2% | +2.6% |
| 3M | +0.9% | +0.5% | +0.5% | +0.3% |
| 6M | +19.2% | +10.4% | +8.8% | +11.0% |
| YTD | +7.5% | +28.7% | -21.2% | -9.4% |
| 1Y | +11.7% | +33.2% | -21.4% | -7.8% |
| 3Y | +23.9% | +38.4% | -14.5% | -2.6% |
| 5Y | +46.4% | +26.2% | +20.2% | +19.6% |
| All | +336.0% | +228.1% | +107.9% | +87.5% |
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