+803.7%
B vs CP
+7,669.4%
-6,865.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.6% | -2.7% | +1.1% | -1.0% |
| 30D | +9.4% | +0.2% | +9.3% | +9.4% |
| 3M | +5.0% | +2.6% | +2.4% | +4.3% |
| 6M | -3.5% | +6.0% | -9.5% | -4.8% |
| YTD | +4.5% | +24.9% | -20.5% | -0.7% |
| 1Y | +67.8% | +20.1% | +47.7% | +60.7% |
| 3Y | +196.7% | +16.4% | +180.3% | +184.3% |
| 5Y | +151.9% | +31.7% | +120.2% | +133.1% |
| 10Y | +202.2% | +223.9% | -21.7% | +122.3% |
| All | +803.7% | +7,669.4% | -6,865.7% | +274.4% |
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