-39.3%
BE vs CP
+9.7%
-49.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.4% | -11.2% | -14.8% |
| 7D | -14.7% | +2.8% | -17.5% | -12.9% |
| 30D | -40.5% | +10.2% | -50.7% | -36.5% |
| 3M | -24.3% | +2.4% | -26.7% | -22.4% |
| 6M | -39.3% | +7.7% | -47.0% | -38.0% |
| All | -39.3% | +9.7% | -49.0% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling