+23.0%
C vs P
+9.7%
+13.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | -0.4% | -13.3% | +13.0% | +1.0% |
| 30D | -5.2% | -34.0% | +28.8% | -1.2% |
| 3M | -9.1% | +4.1% | -13.2% | -10.3% |
| 6M | -1.6% | +30.5% | -32.1% | -6.3% |
| YTD | +6.9% | +52.2% | -45.2% | 0.0% |
| 1Y | +23.0% | +10.3% | +12.7% | +14.0% |
| All | +23.0% | +9.7% | +13.2% | +14.0% |
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