+311.1%
SPOT vs CP
+189.1%
+122.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.6% |
| 7D | +1.6% | +2.1% | -0.6% | +0.7% |
| 30D | +16.9% | +9.3% | +7.6% | +12.8% |
| 3M | +23.0% | +0.5% | +22.5% | +22.6% |
| 6M | +42.2% | +10.4% | +31.8% | +35.8% |
| YTD | +5.5% | +28.7% | -23.2% | -6.4% |
| 1Y | -5.1% | +33.2% | -38.2% | -17.1% |
| 3Y | +257.9% | +38.4% | +219.5% | +200.0% |
| 5Y | +118.4% | +26.2% | +92.2% | +88.9% |
| All | +311.1% | +189.1% | +122.0% | +152.3% |
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