+708.4%
P vs CP
+220.9%
+487.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +6.5% | -2.7% | +9.2% | +8.3% |
| 30D | +18.8% | +0.2% | +18.7% | +18.7% |
| 3M | +26.7% | +2.6% | +24.2% | +24.1% |
| 6M | +62.2% | +6.0% | +56.2% | +54.4% |
| YTD | +48.5% | +24.9% | +23.6% | +26.2% |
| 1Y | +26.4% | +20.1% | +6.3% | +9.3% |
| 3Y | +159.4% | +16.4% | +143.0% | +123.6% |
| 5Y | +275.8% | +31.7% | +244.1% | +187.2% |
| All | +708.4% | +220.9% | +487.5% | +239.1% |
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