+484.0%
V vs CP
+257.3%
+226.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.9% | +2.1% | -1.2% | -0.1% |
| 30D | +9.0% | +9.3% | -0.4% | +4.5% |
| 3M | +16.7% | +0.5% | +16.3% | +16.2% |
| 6M | +33.4% | +10.4% | +23.0% | +26.6% |
| YTD | +22.4% | +28.7% | -6.3% | +6.8% |
| 1Y | +27.7% | +33.2% | -5.5% | +9.5% |
| 3Y | +78.0% | +38.4% | +39.5% | +44.7% |
| 5Y | +108.5% | +26.2% | +82.3% | +73.8% |
| All | +484.0% | +257.3% | +226.7% | +185.2% |
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