+28.9%
CP vs AR
+20.9%
+7.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +6.1% | -11.7% | +17.8% | +6.7% |
| 30D | +9.8% | +1.8% | +7.9% | +9.5% |
| 3M | +2.7% | +6.0% | -3.2% | +2.2% |
| 6M | +12.8% | -7.0% | +19.8% | +13.0% |
| YTD | +28.2% | +5.6% | +22.6% | +26.6% |
| 1Y | +34.1% | +10.8% | +23.3% | +31.8% |
| All | +28.9% | +20.9% | +7.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling