+20.1%
CP vs AS
-21.9%
+42.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.2% | -0.3% |
| 7D | -2.7% | -4.9% | +2.2% | -1.9% |
| 30D | +0.2% | -19.6% | +19.8% | +3.7% |
| 3M | +2.6% | -14.4% | +17.0% | +4.8% |
| 6M | +6.0% | -20.1% | +26.1% | +9.0% |
| YTD | +24.9% | -20.9% | +45.9% | +28.1% |
| 1Y | +20.1% | -21.9% | +42.0% | +25.4% |
| All | +20.1% | -21.9% | +42.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling