+649.4%
AU vs CP
+6,161.9%
-5,512.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | +4.7% | -0.7% | +5.3% | +4.9% |
| 30D | -1.5% | +9.6% | -11.2% | -4.1% |
| 3M | -5.0% | +2.2% | -7.2% | -5.6% |
| 6M | -13.5% | +11.1% | -24.6% | -16.0% |
| YTD | +11.7% | +28.2% | -16.4% | +4.3% |
| 1Y | +21.3% | +32.2% | -10.8% | +12.3% |
| 3Y | +545.0% | +35.5% | +509.4% | +488.0% |
| 5Y | +412.0% | +26.8% | +385.2% | +371.8% |
| 10Y | +899.1% | +256.9% | +642.1% | +563.1% |
| All | +649.4% | +6,161.9% | -5,512.6% | +165.3% |
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