+66.7%
AU vs CP
+20.2%
+46.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -4.3% | -2.6% | -1.7% | -2.7% |
| 30D | +7.3% | -3.7% | +11.0% | +9.9% |
| 3M | +26.3% | +0.1% | +26.2% | +25.9% |
| 6M | +1.8% | +7.8% | -6.1% | -3.0% |
| YTD | +26.8% | +21.7% | +5.1% | +23.0% |
| 1Y | +66.7% | +18.6% | +48.1% | +64.7% |
| All | +66.7% | +20.2% | +46.5% | +64.7% |
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