+655.3%
P vs CP
+251.7%
+403.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | -4.7% | -0.7% | -4.0% | -4.2% |
| 30D | -31.4% | +9.6% | -41.1% | -35.5% |
| 3M | -2.6% | +2.2% | -4.9% | -4.6% |
| 6M | +21.9% | +11.1% | +10.8% | +12.3% |
| YTD | +58.9% | +28.2% | +30.8% | +31.8% |
| 1Y | +21.7% | +32.2% | -10.4% | -1.7% |
| 3Y | +193.3% | +35.5% | +157.8% | +126.6% |
| 5Y | +275.1% | +26.8% | +248.4% | +193.9% |
| 10Y | +655.3% | +256.9% | +398.4% | +207.3% |
| All | +655.3% | +251.7% | +403.6% | +207.3% |
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