+265.0%
C vs P
+158.6%
+106.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +3.6% | +6.5% | -2.9% | +2.7% |
| 30D | +0.1% | +18.8% | -18.8% | -2.7% |
| 3M | +2.4% | +26.7% | -24.3% | -1.8% |
| 6M | +24.9% | +62.2% | -37.2% | +14.6% |
| YTD | +19.8% | +48.5% | -28.7% | +11.0% |
| 1Y | +44.9% | +26.4% | +18.5% | +34.8% |
| All | +265.0% | +158.6% | +106.4% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling