+27.2%
CP vs A
+11.8%
+15.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +9.3% | 0.0% | +9.3% | +9.1% |
| 3M | +0.5% | +16.7% | -16.2% | -4.4% |
| 6M | +10.4% | +54.8% | -44.4% | -4.2% |
| YTD | +28.7% | +28.8% | -0.1% | +17.9% |
| 1Y | +33.2% | +19.3% | +13.9% | +25.1% |
| 3Y | +38.4% | +65.5% | -27.1% | +13.2% |
| All | +27.2% | +11.8% | +15.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling