+107.3%
PR vs CP
+220.9%
-113.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +2.9% | -2.7% | +5.6% | +4.6% |
| 30D | +18.0% | +0.2% | +17.9% | +17.4% |
| 3M | +16.9% | +2.6% | +14.3% | +13.9% |
| 6M | +28.2% | +6.0% | +22.2% | +20.3% |
| YTD | +69.3% | +24.9% | +44.4% | +40.3% |
| 1Y | +69.5% | +20.1% | +49.4% | +43.9% |
| 3Y | +81.7% | +16.4% | +65.3% | +53.3% |
| 5Y | +422.2% | +31.7% | +390.5% | +293.6% |
| All | +107.3% | +220.9% | -113.6% | +11.5% |
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