+34.1%
CP vs AS
0.0%
+34.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +6.1% | +7.1% | -1.0% | +5.0% |
| 30D | +9.8% | +12.8% | -3.1% | +7.7% |
| 3M | +2.7% | -14.7% | +17.5% | +5.2% |
| 6M | +12.8% | -9.9% | +22.7% | +14.2% |
| YTD | +28.2% | -16.1% | +44.3% | +29.8% |
| 1Y | +34.1% | +0.2% | +34.0% | +34.8% |
| All | +34.1% | 0.0% | +34.1% | +34.8% |
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