+1,574.6%
BE vs CP
+17.1%
+1,557.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.2% |
| 7D | +20.0% | -2.7% | +22.7% | +21.1% |
| 30D | +7.9% | +0.2% | +7.7% | +7.7% |
| 3M | -13.2% | +2.6% | -15.8% | -14.9% |
| 6M | +53.5% | +6.0% | +47.5% | +47.5% |
| YTD | +191.0% | +24.9% | +166.1% | +155.1% |
| 1Y | +360.5% | +20.1% | +340.4% | +313.4% |
| All | +1,574.6% | +17.1% | +1,557.6% | +1,295.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling