+3.5%
B vs CP
+33.3%
-29.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.6% |
| 7D | -6.2% | +0.9% | -7.1% | -6.6% |
| 30D | -6.6% | +10.3% | -17.0% | -10.8% |
| 3M | -7.9% | +2.3% | -10.2% | -9.0% |
| 6M | -16.8% | +10.7% | -27.5% | -20.8% |
| YTD | -11.7% | +29.3% | -41.0% | -16.9% |
| 1Y | +3.5% | +31.5% | -28.0% | -2.8% |
| All | +3.5% | +33.3% | -29.8% | -2.8% |
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