+85.0%
COR vs P
+197.6%
-112.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +2.9% |
| 7D | +7.8% | +11.6% | -3.8% | +8.0% |
| 30D | +7.0% | -23.7% | +30.7% | +6.5% |
| 3M | +16.3% | -8.0% | +24.2% | +16.2% |
| 6M | +41.3% | +27.9% | +13.4% | +42.4% |
| YTD | +7.1% | +61.2% | -54.0% | +8.3% |
| 1Y | -0.8% | +28.6% | -29.4% | 0.0% |
| 3Y | +85.0% | +200.5% | -115.5% | +102.4% |
| All | +85.0% | +197.6% | -112.6% | +102.4% |
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