-53.1%
W vs CP
+25.9%
-79.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.4% | -0.7% | -6.7% | -6.6% |
| 30D | +7.8% | +9.6% | -1.8% | -2.6% |
| 3M | +10.9% | +2.2% | +8.6% | +7.8% |
| 6M | +86.4% | +11.1% | +75.3% | +63.6% |
| YTD | +14.0% | +28.2% | -14.2% | -18.8% |
| 1Y | +3.5% | +32.2% | -28.6% | -29.2% |
| 3Y | +164.8% | +35.5% | +129.2% | +86.4% |
| 5Y | -53.1% | +26.8% | -79.9% | -64.9% |
| All | -53.1% | +25.9% | -79.1% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling