+117.2%
ALL vs CP
+28.7%
+88.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +4.2% | +6.1% | -1.9% | +3.2% |
| 30D | +18.9% | +9.8% | +9.2% | +17.2% |
| 3M | +1.2% | +2.7% | -1.5% | +0.7% |
| 6M | +23.2% | +12.8% | +10.4% | +20.7% |
| YTD | +30.0% | +28.2% | +1.8% | +24.5% |
| 1Y | +39.6% | +34.1% | +5.5% | +32.6% |
| All | +117.2% | +28.7% | +88.6% | +111.2% |
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