+34.6%
CP vs AS
+3.3%
+31.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +2.7% |
| 7D | +5.6% | +13.8% | -8.2% | +3.6% |
| 30D | +10.0% | +16.7% | -6.6% | +7.5% |
| 3M | +4.4% | -11.5% | +15.9% | +6.3% |
| 6M | +14.1% | -5.5% | +19.6% | +14.6% |
| YTD | +29.1% | -14.2% | +43.2% | +30.2% |
| 1Y | +34.6% | +2.1% | +32.5% | +34.6% |
| All | +34.6% | +3.3% | +31.2% | +34.6% |
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