+202.8%
TER vs CP
+32.0%
+170.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +0.6% | -2.7% | +3.3% | +2.6% |
| 30D | -8.3% | +0.2% | -8.4% | -8.4% |
| 3M | -12.2% | +2.6% | -14.8% | -14.8% |
| 6M | +17.1% | +6.0% | +11.1% | +12.0% |
| YTD | +84.7% | +24.9% | +59.7% | +57.4% |
| 1Y | +199.9% | +20.1% | +179.8% | +161.6% |
| 3Y | +232.8% | +16.4% | +216.4% | +192.1% |
| All | +202.8% | +32.0% | +170.8% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling