+14,183.4%
TER vs CP
+7,669.4%
+6,514.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +0.6% | -2.7% | +3.3% | +2.2% |
| 30D | -8.3% | +0.2% | -8.4% | -8.4% |
| 3M | -12.2% | +2.6% | -14.8% | -14.2% |
| 6M | +17.1% | +6.0% | +11.1% | +13.4% |
| YTD | +84.7% | +24.9% | +59.7% | +62.2% |
| 1Y | +199.9% | +20.1% | +179.8% | +168.5% |
| 3Y | +232.8% | +16.4% | +216.4% | +201.9% |
| 5Y | +198.6% | +31.7% | +166.8% | +151.1% |
| 10Y | +1,669.7% | +223.9% | +1,445.9% | +781.2% |
| All | +14,183.4% | +7,669.4% | +6,514.0% | +1,152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling