+26.6%
BE vs CP
+32.2%
-5.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.0% |
| 7D | -14.7% | +2.8% | -17.5% | -14.1% |
| 30D | -40.5% | +10.2% | -50.7% | -39.1% |
| 3M | -24.3% | +2.4% | -26.7% | -23.7% |
| 6M | -39.3% | +7.7% | -47.0% | -38.4% |
| YTD | +99.4% | +26.0% | +73.4% | +106.7% |
| 1Y | +26.6% | +34.6% | -8.1% | +24.4% |
| All | +26.6% | +32.2% | -5.6% | +24.4% |
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 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