+20.5%
C vs P
-0.9%
+21.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.1% |
| 7D | -2.4% | -23.8% | +21.4% | +0.3% |
| 30D | -6.0% | -36.6% | +30.6% | -1.6% |
| 3M | -10.5% | +10.9% | -21.4% | -12.4% |
| 6M | -5.7% | +30.0% | -35.7% | -10.2% |
| YTD | +4.1% | +44.4% | -40.2% | -2.1% |
| 1Y | +20.5% | +3.9% | +16.6% | +12.5% |
| All | +20.5% | -0.9% | +21.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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