+261.5%
RF vs CP
+261.0%
+0.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +0.8% |
| 7D | -0.1% | +2.8% | -2.9% | -2.0% |
| 30D | +7.0% | +11.3% | -4.3% | -0.8% |
| 3M | -7.0% | +2.9% | -9.9% | -9.2% |
| 6M | +6.8% | +9.8% | -3.0% | -0.7% |
| YTD | +9.9% | +28.5% | -18.6% | -9.3% |
| 1Y | +21.1% | +33.5% | -12.4% | -2.7% |
| 3Y | +119.6% | +31.9% | +87.7% | +71.7% |
| 5Y | +46.2% | +25.5% | +20.7% | +15.8% |
| 10Y | +261.5% | +257.6% | +3.9% | +48.6% |
| All | +261.5% | +261.0% | +0.5% | +48.6% |
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