+165.8%
C vs SPOT
+227.0%
-61.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | +3.6% | -0.9% | +4.6% | +3.8% |
| 30D | +0.1% | +12.5% | -12.4% | -2.4% |
| 3M | +2.4% | +9.9% | -7.5% | +0.1% |
| 6M | +24.9% | +1.6% | +23.4% | +23.1% |
| YTD | +19.8% | -6.6% | +26.4% | +19.4% |
| 1Y | +44.9% | -22.9% | +67.8% | +49.9% |
| 3Y | +263.0% | +244.3% | +18.7% | +164.7% |
| 5Y | +129.5% | +117.8% | +11.7% | +73.8% |
| All | +165.8% | +227.0% | -61.1% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 all: compounded portfolio wealth divided by compounded SPOT 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…
all analysis · Full analysis span regression · 6 months rolling