+103.5%
V vs CP
+25.5%
+78.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.6% | +2.8% | -2.2% | -0.3% |
| 30D | +9.7% | +11.0% | -1.3% | +6.0% |
| 3M | +17.3% | +3.8% | +13.4% | +15.7% |
| 6M | +33.2% | +9.5% | +23.7% | +28.8% |
| YTD | +21.3% | +28.2% | -6.9% | +10.1% |
| 1Y | +27.3% | +33.0% | -5.6% | +14.0% |
| 3Y | +76.1% | +35.5% | +40.5% | +51.7% |
| 5Y | +103.5% | +25.8% | +77.7% | +80.8% |
| All | +103.5% | +25.5% | +78.0% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling