+3,309.9%
V vs CP
+774.1%
+2,535.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +2.9% | +6.1% | -3.2% | +0.3% |
| 30D | +14.0% | +9.8% | +4.3% | +9.3% |
| 3M | +14.9% | +2.7% | +12.1% | +13.3% |
| 6M | +31.7% | +12.8% | +19.0% | +24.1% |
| YTD | +21.2% | +28.2% | -6.9% | +6.8% |
| 1Y | +25.3% | +34.1% | -8.9% | +8.0% |
| 3Y | +77.5% | +28.9% | +48.6% | +52.1% |
| 5Y | +102.6% | +27.1% | +75.5% | +71.7% |
| 10Y | +464.3% | +264.8% | +199.5% | +185.6% |
| All | +3,309.9% | +774.1% | +2,535.7% | +849.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling