+649.0%
P vs CP
+259.0%
+389.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.8% |
| 7D | +17.8% | +0.9% | +16.9% | +17.2% |
| 30D | -29.9% | +10.3% | -40.2% | -34.3% |
| 3M | -1.2% | +2.3% | -3.5% | -3.2% |
| 6M | +32.1% | +10.7% | +21.4% | +22.1% |
| YTD | +64.3% | +29.3% | +35.0% | +35.5% |
| 1Y | +24.3% | +31.5% | -7.2% | +0.8% |
| 3Y | +203.2% | +36.7% | +166.5% | +133.0% |
| 5Y | +290.4% | +26.8% | +263.6% | +206.2% |
| All | +649.0% | +259.0% | +389.9% | +200.8% |
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