+59.4%
BE vs CP
+33.3%
+26.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.4% |
| 7D | +20.5% | +0.9% | +19.6% | +20.6% |
| 30D | -23.4% | +10.3% | -33.7% | -21.6% |
| 3M | -14.9% | +2.3% | -17.1% | -14.3% |
| 6M | -28.1% | +10.7% | -38.8% | -26.8% |
| YTD | +132.4% | +29.3% | +103.1% | +139.7% |
| 1Y | +59.4% | +31.5% | +27.9% | +63.4% |
| All | +59.4% | +33.3% | +26.1% | +63.4% |
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