+44.6%
AU vs CP
+35.2%
+9.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.5% | +4.5% | +5.9% |
| 7D | +0.8% | +5.6% | -4.8% | -2.3% |
| 30D | -7.0% | +10.0% | -17.0% | -12.0% |
| 3M | +8.5% | +4.4% | +4.1% | +6.1% |
| 6M | -1.3% | +14.1% | -15.3% | -8.6% |
| YTD | +6.8% | +29.1% | -22.3% | +3.8% |
| 1Y | +44.6% | +34.6% | +10.1% | +36.7% |
| All | +44.6% | +35.2% | +9.4% | +36.7% |
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 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