+23.0%
C vs ALL
+32.6%
-9.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | +0.5% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -5.2% | +13.8% | -19.0% | -4.0% |
| 3M | -9.1% | -2.8% | -6.3% | -9.6% |
| 6M | -1.6% | +23.7% | -25.2% | -0.2% |
| YTD | +6.9% | +27.3% | -20.3% | +8.7% |
| 1Y | +23.0% | +30.5% | -7.6% | +24.9% |
| All | +23.0% | +32.6% | -9.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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