+444.2%
V vs CP
+261.0%
+183.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.1% |
| 7D | -0.8% | +2.8% | -3.6% | -2.0% |
| 30D | +9.5% | +11.3% | -1.8% | +4.1% |
| 3M | +16.7% | +2.9% | +13.8% | +14.9% |
| 6M | +32.9% | +9.8% | +23.2% | +26.5% |
| YTD | +21.1% | +28.5% | -7.4% | +5.8% |
| 1Y | +26.6% | +33.5% | -6.9% | +8.5% |
| 3Y | +78.4% | +31.9% | +46.4% | +48.8% |
| 5Y | +105.5% | +25.5% | +80.0% | +71.9% |
| 10Y | +444.2% | +257.6% | +186.7% | +166.4% |
| All | +444.2% | +261.0% | +183.3% | +166.4% |
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