+26.0%
C vs M
+36.6%
-10.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.6% | -6.0% | 0.0% |
| 7D | +1.1% | +8.3% | -7.2% | -0.7% |
| 30D | -2.4% | +14.2% | -16.6% | -5.3% |
| 3M | -8.4% | -1.1% | -7.3% | -8.0% |
| 6M | +0.3% | +36.6% | -36.3% | -8.3% |
| YTD | +9.1% | +19.8% | -10.7% | +2.8% |
| 1Y | +26.0% | +37.2% | -11.1% | +15.0% |
| All | +26.0% | +36.6% | -10.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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