+34.6%
CP vs AS
+0.9%
+33.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +2.8% | +6.9% | -4.2% | +1.8% |
| 30D | +10.2% | +16.0% | -5.8% | +7.8% |
| 3M | +2.4% | -12.8% | +15.2% | +4.3% |
| 6M | +7.7% | -15.4% | +23.0% | +10.2% |
| YTD | +26.0% | -15.7% | +41.7% | +27.3% |
| 1Y | +34.6% | +6.1% | +28.6% | +37.4% |
| All | +34.6% | +0.9% | +33.7% | +37.4% |
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