+243.6%
W vs CP
+261.0%
-17.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +2.6% |
| 7D | +3.3% | +2.8% | +0.5% | +0.9% |
| 30D | +10.5% | +11.3% | -0.8% | -0.5% |
| 3M | +9.6% | +2.9% | +6.8% | +6.4% |
| 6M | +76.4% | +9.8% | +66.6% | +59.5% |
| YTD | +16.4% | +28.5% | -12.1% | -12.8% |
| 1Y | +9.3% | +33.5% | -24.2% | -21.3% |
| 3Y | +172.8% | +31.9% | +140.9% | +109.9% |
| 5Y | -53.4% | +25.5% | -78.9% | -61.8% |
| 10Y | +243.6% | +257.6% | -13.9% | +23.1% |
| All | +243.6% | +261.0% | -17.4% | +23.1% |
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