+3,716.0%
ALL vs CP
+9,342.5%
-5,626.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | 0.0% | -2.7% | +2.7% | +1.0% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | +23.6% | +2.6% | +21.1% | +22.2% |
| 6M | +22.3% | +6.0% | +16.4% | +19.1% |
| YTD | +26.5% | +24.9% | +1.6% | +15.5% |
| 1Y | +27.0% | +20.1% | +6.9% | +17.4% |
| 3Y | +149.6% | +16.4% | +133.2% | +128.7% |
| 5Y | +118.1% | +31.7% | +86.3% | +88.0% |
| 10Y | +369.0% | +223.9% | +145.1% | +181.5% |
| All | +3,716.0% | +9,342.5% | -5,626.6% | +706.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling