+5,729.3%
CP vs A
+546.2%
+5,183.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | +2.8% | -0.1% | +2.8% | +2.8% |
| 30D | +10.2% | +3.4% | +6.9% | +9.2% |
| 3M | +2.4% | +23.8% | -21.5% | -3.3% |
| 6M | +7.7% | +49.0% | -41.3% | -3.5% |
| YTD | +26.0% | +29.4% | -3.4% | +16.6% |
| 1Y | +34.6% | +19.4% | +15.3% | +27.1% |
| 3Y | +26.7% | +66.2% | -39.5% | +8.5% |
| 5Y | +24.9% | +15.8% | +9.1% | +15.6% |
| 10Y | +258.6% | +326.1% | -67.5% | +142.1% |
| All | +5,729.3% | +546.2% | +5,183.0% | +2,773.6% |
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