+10.7%
CP vs AAOX
-96.9%
+107.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.0% | +11.9% | +0.8% |
| 7D | +0.9% | +22.0% | -21.1% | +1.2% |
| 30D | +10.3% | -76.8% | +87.2% | +9.4% |
| 3M | +2.3% | -90.7% | +93.0% | +1.1% |
| 6M | +10.7% | -97.2% | +107.9% | +10.2% |
| All | +10.7% | -96.9% | +107.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling