+613.5%
AU vs CP
+6,217.4%
-5,603.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.0% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -4.4% | +10.3% | -14.8% | -7.1% |
| 3M | -10.0% | +2.3% | -12.3% | -10.5% |
| 6M | -14.5% | +10.7% | -25.2% | -16.9% |
| YTD | +6.4% | +29.3% | -22.9% | -1.0% |
| 1Y | +7.7% | +31.5% | -23.8% | -0.2% |
| 3Y | +514.1% | +36.7% | +477.4% | +458.4% |
| 5Y | +386.5% | +26.8% | +359.7% | +348.2% |
| 10Y | +851.3% | +260.1% | +591.2% | +529.8% |
| All | +613.5% | +6,217.4% | -5,603.8% | +152.0% |
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