+20.5%
C vs CP
+32.2%
-11.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -2.4% | +2.8% | -5.2% | -2.9% |
| 30D | -6.0% | +10.2% | -16.2% | -7.8% |
| 3M | -10.5% | +2.4% | -12.9% | -11.1% |
| 6M | -5.7% | +7.7% | -13.4% | -7.9% |
| YTD | +4.1% | +26.0% | -21.9% | -3.4% |
| 1Y | +20.5% | +34.6% | -14.2% | +6.6% |
| All | +20.5% | +32.2% | -11.7% | +6.6% |
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