+58.8%
T vs CP
+255.2%
-196.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | +2.8% | -0.2% | +1.8% |
| 30D | -1.1% | +11.0% | -12.1% | -4.0% |
| 3M | -7.7% | +3.8% | -11.6% | -8.8% |
| 6M | -10.6% | +9.5% | -20.1% | -13.0% |
| YTD | -7.5% | +28.2% | -35.7% | -14.3% |
| 1Y | -7.4% | +33.0% | -40.4% | -15.2% |
| 3Y | +63.1% | +35.5% | +27.5% | +44.7% |
| 5Y | +55.2% | +25.8% | +29.4% | +38.5% |
| 10Y | +58.8% | +250.7% | -191.9% | +3.6% |
| All | +58.8% | +255.2% | -196.4% | +3.6% |
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