+119.1%
ALL vs CP
+36.4%
+82.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | +5.0% | +2.1% | +2.9% | +4.7% |
| 30D | +13.3% | +9.3% | +4.0% | +11.7% |
| 3M | +3.2% | +0.5% | +2.7% | +3.0% |
| 6M | +25.3% | +10.4% | +14.9% | +23.2% |
| YTD | +30.5% | +28.7% | +1.8% | +24.7% |
| 1Y | +29.2% | +33.2% | -4.0% | +22.8% |
| 3Y | +119.1% | +38.4% | +80.7% | +114.7% |
| All | +119.1% | +36.4% | +82.7% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling