+14.8%
PL vs CP
+31.4%
-16.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -9.7% |
| 7D | -20.5% | +6.1% | -26.6% | -23.5% |
| 30D | -38.8% | +9.8% | -48.5% | -42.3% |
| 3M | -49.1% | +2.7% | -51.9% | -50.2% |
| 6M | -69.4% | +12.8% | -82.2% | -71.8% |
| YTD | -42.3% | +28.2% | -70.5% | -51.7% |
| 1Y | -14.2% | +34.1% | -48.3% | -30.1% |
| 3Y | +398.7% | +28.9% | +369.8% | +321.1% |
| 5Y | +11.1% | +27.1% | -15.9% | -5.3% |
| All | +14.8% | +31.4% | -16.5% | -2.3% |
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