+61.0%
AA vs CP
+19.9%
+41.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -2.7% | +2.0% | 0.0% |
| 30D | +5.0% | +0.2% | +4.8% | +4.9% |
| 3M | -35.8% | +2.6% | -38.4% | -36.5% |
| 6M | -18.4% | +6.0% | -24.4% | -19.6% |
| YTD | -5.5% | +24.9% | -30.4% | -11.5% |
| 1Y | +61.0% | +20.1% | +40.9% | +51.8% |
| All | +61.0% | +19.9% | +41.0% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling