+387.7%
V vs CP
+220.9%
+166.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | -2.7% | +1.0% | -0.5% |
| 30D | +2.0% | +0.2% | +1.8% | +1.7% |
| 3M | +17.4% | +2.6% | +14.8% | +15.6% |
| 6M | +17.5% | +6.0% | +11.5% | +13.3% |
| YTD | +7.6% | +24.9% | -17.3% | -4.6% |
| 1Y | +7.7% | +20.1% | -12.4% | -2.8% |
| 3Y | +54.7% | +16.4% | +38.3% | +37.8% |
| 5Y | +73.0% | +31.7% | +41.3% | +40.3% |
| All | +387.7% | +220.9% | +166.8% | +146.1% |
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