+209.8%
RF vs CP
+259.0%
-49.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.1% |
| 7D | +0.4% | +0.9% | -0.5% | -0.3% |
| 30D | +5.6% | +10.3% | -4.8% | -1.5% |
| 3M | -8.9% | +2.3% | -11.1% | -10.6% |
| 6M | +7.1% | +10.7% | -3.6% | -1.0% |
| YTD | +8.3% | +29.3% | -21.0% | -11.0% |
| 1Y | +16.8% | +31.5% | -14.6% | -5.1% |
| 3Y | +115.0% | +36.7% | +78.3% | +63.7% |
| 5Y | +46.4% | +26.8% | +19.6% | +15.1% |
| All | +209.8% | +259.0% | -49.2% | +23.4% |
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