+325.3%
IR vs CP
+221.2%
+104.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.5% |
| 7D | +3.7% | +2.8% | +0.9% | +1.7% |
| 30D | +7.4% | +10.2% | -2.8% | +0.4% |
| 3M | -5.9% | +2.4% | -8.3% | -7.8% |
| 6M | +5.6% | +7.7% | -2.1% | -0.1% |
| YTD | +4.8% | +26.0% | -21.2% | -10.4% |
| 1Y | +6.9% | +34.6% | -27.7% | -12.5% |
| 3Y | +27.6% | +26.7% | +0.9% | +6.2% |
| 5Y | +45.8% | +24.9% | +20.9% | +19.9% |
| All | +325.3% | +221.2% | +104.1% | +85.4% |
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