+788.4%
AU vs CP
+6,003.7%
-5,215.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | -3.6% | -2.7% | -1.0% | -2.9% |
| 30D | +23.9% | +0.2% | +23.7% | +23.9% |
| 3M | +19.1% | +2.6% | +16.5% | +18.2% |
| 6M | -0.2% | +6.0% | -6.1% | -1.6% |
| YTD | +32.5% | +24.9% | +7.5% | +24.5% |
| 1Y | +96.9% | +20.1% | +76.8% | +87.2% |
| 3Y | +614.7% | +16.4% | +598.3% | +579.5% |
| 5Y | +647.7% | +31.7% | +616.0% | +581.9% |
| 10Y | +679.2% | +223.9% | +455.4% | +432.2% |
| All | +788.4% | +6,003.7% | -5,215.3% | +216.9% |
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