+995.4%
TER vs CP
+257.3%
+738.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | +14.4% | +2.1% | +12.2% | +12.9% |
| 30D | -30.6% | +9.3% | -39.9% | -35.0% |
| 3M | -39.2% | +0.5% | -39.7% | -39.8% |
| 6M | -31.3% | +10.4% | -41.7% | -37.0% |
| YTD | +29.1% | +28.7% | +0.4% | +7.4% |
| 1Y | +47.4% | +33.2% | +14.3% | +19.9% |
| 3Y | +191.2% | +38.4% | +152.8% | +127.4% |
| 5Y | +74.0% | +26.2% | +47.8% | +42.7% |
| All | +995.4% | +257.3% | +738.1% | +404.7% |
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