+22.7%
C vs M
+25.7%
-3.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +0.5% |
| 7D | -0.9% | +2.5% | -3.5% | -1.6% |
| 30D | -5.4% | +10.1% | -15.5% | -7.5% |
| 3M | -9.2% | -0.9% | -8.2% | -8.9% |
| 6M | -1.8% | +30.2% | -32.0% | -9.3% |
| YTD | +6.7% | +16.3% | -9.6% | +1.0% |
| All | +22.7% | +25.7% | -3.0% | +13.8% |
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