+55.3%
BE vs CP
+35.2%
+20.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.8% | -5.5% |
| 7D | -12.1% | +5.6% | -17.7% | -10.8% |
| 30D | -30.1% | +10.0% | -40.1% | -28.4% |
| 3M | -12.1% | +4.4% | -16.5% | -11.0% |
| 6M | -30.6% | +14.1% | -44.6% | -29.3% |
| YTD | +130.6% | +29.1% | +101.6% | +139.4% |
| 1Y | +55.3% | +34.6% | +20.7% | +56.5% |
| All | +55.3% | +35.2% | +20.1% | +56.5% |
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