+265.0%
C vs CP
+17.1%
+247.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | -2.7% | +6.3% | +4.7% |
| 30D | +0.1% | +0.2% | -0.1% | -0.1% |
| 3M | +2.4% | +2.6% | -0.1% | +0.9% |
| 6M | +24.9% | +6.0% | +19.0% | +20.8% |
| YTD | +19.8% | +24.9% | -5.1% | +6.8% |
| 1Y | +44.9% | +20.1% | +24.8% | +31.5% |
| All | +265.0% | +17.1% | +247.9% | +225.5% |
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