+211.2%
RF vs CP
+255.9%
-44.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -0.7% | -0.7% | -0.9% |
| 30D | +4.6% | +9.6% | -5.0% | -1.9% |
| 3M | -8.4% | +2.2% | -10.7% | -10.2% |
| 6M | +8.9% | +11.1% | -2.2% | +0.4% |
| YTD | +8.8% | +28.2% | -19.4% | -10.1% |
| 1Y | +18.9% | +32.2% | -13.3% | -3.8% |
| 3Y | +116.0% | +35.5% | +80.5% | +65.5% |
| 5Y | +46.0% | +26.8% | +19.3% | +14.7% |
| All | +211.2% | +255.9% | -44.7% | +24.7% |
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