+62.5%
T vs CP
+257.3%
-194.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.5% | +2.1% | +0.4% | +1.9% |
| 30D | -3.8% | +9.3% | -13.1% | -6.2% |
| 3M | -8.7% | +0.5% | -9.2% | -9.0% |
| 6M | -8.1% | +10.4% | -18.5% | -10.8% |
| YTD | -6.4% | +28.7% | -35.1% | -13.4% |
| 1Y | -9.8% | +33.2% | -42.9% | -17.3% |
| 3Y | +65.5% | +38.4% | +27.0% | +45.8% |
| 5Y | +57.0% | +26.2% | +30.8% | +40.0% |
| All | +62.5% | +257.3% | -194.8% | +7.2% |
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