+5,680.6%
CP vs A
+457.0%
+5,223.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | -1.9% | -0.7% | -2.2% |
| 30D | +0.2% | +6.9% | -6.7% | -1.5% |
| 3M | +2.6% | +9.2% | -6.7% | +0.1% |
| 6M | +6.0% | +25.7% | -19.7% | -0.7% |
| YTD | +24.9% | +11.5% | +13.4% | +20.3% |
| 1Y | +20.1% | +18.4% | +1.7% | +13.7% |
| 3Y | +16.4% | +26.6% | -10.2% | +7.0% |
| 5Y | +31.7% | -12.8% | +44.6% | +31.0% |
| 10Y | +223.9% | +247.2% | -23.3% | +130.2% |
| All | +5,680.6% | +457.0% | +5,223.6% | +2,865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling