+105.9%
C vs CP
+24.4%
+81.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | -2.4% | +2.8% | -5.2% | -3.6% |
| 30D | -6.0% | +10.2% | -16.2% | -10.2% |
| 3M | -10.5% | +2.4% | -12.9% | -11.8% |
| 6M | -5.7% | +7.7% | -13.4% | -9.7% |
| YTD | +4.1% | +26.0% | -21.9% | -8.5% |
| 1Y | +20.5% | +34.6% | -14.2% | +2.3% |
| 3Y | +208.1% | +26.7% | +181.4% | +164.5% |
| All | +105.9% | +24.4% | +81.6% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling