+12.1%
CP vs AS
+120.4%
-108.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.2% | -0.3% |
| 7D | -2.7% | -4.9% | +2.2% | -1.8% |
| 30D | +0.2% | -19.6% | +19.8% | +3.8% |
| 3M | +2.6% | -14.4% | +17.0% | +5.0% |
| 6M | +6.0% | -20.1% | +26.1% | +9.4% |
| YTD | +24.9% | -20.9% | +45.9% | +28.9% |
| 1Y | +20.1% | -21.9% | +42.0% | +23.8% |
| All | +12.1% | +120.4% | -108.3% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling