+210.1%
W vs CP
+257.3%
-47.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | +0.2% | +2.1% | -2.0% | -1.9% |
| 30D | +6.8% | +9.3% | -2.5% | -2.1% |
| 3M | +10.7% | +0.5% | +10.2% | +9.9% |
| 6M | +86.3% | +10.4% | +75.9% | +67.4% |
| YTD | +11.5% | +28.7% | -17.2% | -16.6% |
| 1Y | +5.1% | +33.2% | -28.1% | -24.3% |
| 3Y | +171.0% | +38.4% | +132.6% | +99.5% |
| 5Y | -56.6% | +26.2% | -82.8% | -64.7% |
| All | +210.1% | +257.3% | -47.2% | +12.1% |
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