+208.9%
W vs CP
+259.0%
-50.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.4% |
| 7D | -1.7% | +0.9% | -2.6% | -2.5% |
| 30D | +3.2% | +10.3% | -7.1% | -6.3% |
| 3M | +8.3% | +2.3% | +6.0% | +5.6% |
| 6M | +84.3% | +10.7% | +73.6% | +65.2% |
| YTD | +11.0% | +29.3% | -18.3% | -17.3% |
| 1Y | -0.2% | +31.5% | -31.7% | -27.1% |
| 3Y | +157.9% | +36.7% | +121.2% | +92.1% |
| 5Y | -56.8% | +26.8% | -83.6% | -65.0% |
| All | +208.9% | +259.0% | -50.1% | +11.2% |
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