+1,163.5%
C vs CP
+7,669.4%
-6,505.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | -2.7% | +6.3% | +5.3% |
| 30D | +0.1% | +0.2% | -0.1% | -0.2% |
| 3M | +2.4% | +2.6% | -0.1% | +0.1% |
| 6M | +24.9% | +6.0% | +19.0% | +19.2% |
| YTD | +19.8% | +24.9% | -5.1% | +2.5% |
| 1Y | +44.9% | +20.1% | +24.8% | +26.7% |
| 3Y | +263.0% | +16.4% | +246.6% | +217.3% |
| 5Y | +129.5% | +31.7% | +97.8% | +81.0% |
| 10Y | +291.6% | +223.9% | +67.7% | +75.0% |
| All | +1,163.5% | +7,669.4% | -6,505.9% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling