+714.7%
B vs CP
+7,870.0%
-7,155.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +4.3% | +6.1% | -1.8% | +3.0% |
| 30D | -0.9% | +9.8% | -10.7% | -3.0% |
| 3M | -1.4% | +2.7% | -4.1% | -1.9% |
| 6M | +5.0% | +12.8% | -7.8% | +2.2% |
| YTD | -5.8% | +28.2% | -34.0% | -11.0% |
| 1Y | +25.6% | +34.1% | -8.5% | +17.5% |
| 3Y | +161.6% | +28.9% | +132.7% | +145.2% |
| 5Y | +135.2% | +27.1% | +108.2% | +119.4% |
| 10Y | +170.7% | +264.8% | -94.1% | +93.9% |
| All | +714.7% | +7,870.0% | -7,155.3% | +235.6% |
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