+272.5%
RF vs CP
+253.8%
+18.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.8% |
| 7D | -0.9% | +2.8% | -3.7% | -2.8% |
| 30D | +6.0% | +10.2% | -4.2% | -1.0% |
| 3M | -8.9% | +2.4% | -11.2% | -10.7% |
| 6M | +2.3% | +7.7% | -5.3% | -3.5% |
| YTD | +7.6% | +26.0% | -18.4% | -10.0% |
| 1Y | +21.2% | +34.6% | -13.5% | -3.3% |
| 3Y | +108.5% | +26.7% | +81.8% | +67.9% |
| 5Y | +43.2% | +24.9% | +18.3% | +13.6% |
| All | +272.5% | +253.8% | +18.7% | +55.8% |
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