+138.0%
B vs CP
+24.4%
+113.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | +9.6% | +2.8% | +6.8% | +8.6% |
| 30D | +3.5% | +10.2% | -6.7% | 0.0% |
| 3M | -1.6% | +2.4% | -3.9% | -2.3% |
| 6M | -1.7% | +7.7% | -9.3% | -4.3% |
| YTD | -5.3% | +26.0% | -31.3% | -12.6% |
| 1Y | +27.2% | +34.6% | -7.4% | +14.9% |
| 3Y | +166.1% | +26.7% | +139.4% | +141.6% |
| All | +138.0% | +24.4% | +113.6% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling