+34.6%
CP vs A
+20.8%
+13.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +2.8% | -0.1% | +2.8% | +2.8% |
| 30D | +10.2% | +3.4% | +6.9% | +9.7% |
| 3M | +2.4% | +23.8% | -21.5% | -0.4% |
| 6M | +7.7% | +49.0% | -41.3% | +2.6% |
| YTD | +26.0% | +29.4% | -3.4% | +21.7% |
| 1Y | +34.6% | +19.4% | +15.3% | +33.8% |
| All | +34.6% | +20.8% | +13.9% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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