+992.7%
C vs CP
+7,870.0%
-6,877.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.4% | -4.6% |
| 7D | -5.3% | +6.1% | -11.4% | -8.8% |
| 30D | -7.3% | +9.8% | -17.1% | -12.7% |
| 3M | -13.5% | +2.7% | -16.2% | -15.2% |
| 6M | -6.5% | +12.8% | -19.3% | -14.2% |
| YTD | +3.6% | +28.2% | -24.6% | -13.0% |
| 1Y | +18.9% | +34.1% | -15.2% | -3.0% |
| 3Y | +205.0% | +28.9% | +176.1% | +149.6% |
| 5Y | +109.4% | +27.1% | +82.3% | +68.8% |
| 10Y | +232.9% | +264.8% | -31.9% | +38.3% |
| All | +992.7% | +7,870.0% | -6,877.3% | -10.4% |
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