+186.8%
SO vs CP
+261.0%
-74.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.7% |
| 7D | -1.1% | +2.8% | -3.9% | -1.9% |
| 30D | +8.6% | +11.3% | -2.7% | +5.2% |
| 3M | +1.8% | +2.9% | -1.1% | +0.8% |
| 6M | +3.6% | +9.8% | -6.1% | +0.6% |
| YTD | +9.9% | +28.5% | -18.6% | +1.5% |
| 1Y | +5.7% | +33.5% | -27.8% | -3.6% |
| 3Y | +52.5% | +31.9% | +20.6% | +36.1% |
| 5Y | +77.3% | +25.5% | +51.8% | +58.4% |
| 10Y | +186.8% | +257.6% | -70.8% | +104.1% |
| All | +186.8% | +261.0% | -74.2% | +104.1% |
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