+26.0%
C vs CP
+35.2%
-9.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.0% |
| 7D | +1.1% | +5.6% | -4.5% | 0.0% |
| 30D | -2.4% | +10.0% | -12.5% | -4.3% |
| 3M | -8.4% | +4.4% | -12.8% | -9.3% |
| 6M | +0.3% | +14.1% | -13.7% | -3.6% |
| YTD | +9.1% | +29.1% | -19.9% | +0.7% |
| 1Y | +26.0% | +34.6% | -8.5% | +12.9% |
| All | +26.0% | +35.2% | -9.2% | +12.9% |
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 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