+26.0%
C vs U
+17.5%
+8.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.2% |
| 7D | +1.1% | +7.5% | -6.4% | +0.4% |
| 30D | -2.4% | -7.0% | +4.6% | -1.9% |
| 3M | -8.4% | +20.6% | -28.9% | -10.1% |
| 6M | +0.3% | +53.2% | -52.8% | -4.1% |
| YTD | +9.1% | -3.9% | +13.0% | +6.9% |
| 1Y | +26.0% | +18.4% | +7.7% | +20.4% |
| All | +26.0% | +17.5% | +8.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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