+194.9%
SO vs CP
+255.2%
-60.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -0.1% | +2.8% | -2.9% | -0.9% |
| 30D | +8.7% | +11.0% | -2.4% | +5.4% |
| 3M | +3.4% | +3.8% | -0.5% | +2.1% |
| 6M | +3.7% | +9.5% | -5.8% | +0.7% |
| YTD | +10.0% | +28.2% | -18.2% | +1.7% |
| 1Y | +6.6% | +33.0% | -26.4% | -2.7% |
| 3Y | +52.5% | +35.5% | +16.9% | +34.8% |
| 5Y | +76.1% | +25.8% | +50.3% | +57.1% |
| 10Y | +194.9% | +250.7% | -55.8% | +107.5% |
| All | +194.9% | +255.2% | -60.3% | +107.5% |
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