-14.8%
AA vs CP
+24.4%
-39.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +4.4% |
| 7D | +0.9% | +2.8% | -1.9% | -1.5% |
| 30D | -6.7% | +10.2% | -16.9% | -14.6% |
| 3M | -16.3% | +2.4% | -18.7% | -18.5% |
| 6M | -37.1% | +7.7% | -44.8% | -41.9% |
| YTD | -25.0% | +26.0% | -51.0% | -41.5% |
| 1Y | +8.6% | +34.6% | -26.1% | -20.5% |
| 3Y | +57.2% | +26.7% | +30.6% | +19.5% |
| All | -14.8% | +24.4% | -39.2% | -33.9% |
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