+449.7%
V vs CP
+253.8%
+195.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | +2.2% | +2.8% | -0.6% | +0.9% |
| 30D | +13.6% | +10.2% | +3.4% | +8.5% |
| 3M | +14.3% | +2.4% | +11.9% | +12.8% |
| 6M | +33.1% | +7.7% | +25.4% | +27.8% |
| YTD | +21.2% | +26.0% | -4.8% | +6.9% |
| 1Y | +26.4% | +34.6% | -8.2% | +7.8% |
| 3Y | +77.6% | +26.7% | +50.9% | +51.2% |
| 5Y | +102.6% | +24.9% | +77.7% | +69.6% |
| All | +449.7% | +253.8% | +195.9% | +174.8% |
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