+232.1%
W vs CP
+253.8%
-21.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | +0.2% |
| 7D | -3.6% | +2.8% | -6.4% | -5.9% |
| 30D | +7.0% | +10.2% | -3.3% | -2.8% |
| 3M | +7.4% | +2.4% | +5.0% | +4.6% |
| 6M | +69.3% | +7.7% | +61.6% | +55.9% |
| YTD | +11.3% | +26.0% | -14.7% | -15.0% |
| 1Y | +13.2% | +34.6% | -21.4% | -19.3% |
| 3Y | +142.0% | +26.7% | +115.3% | +93.6% |
| 5Y | -54.6% | +24.9% | -79.5% | -62.6% |
| All | +232.1% | +253.8% | -21.7% | +21.5% |
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