+34.6%
CP vs IT
-17.9%
+52.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.5% |
| 7D | +5.6% | -5.5% | +11.0% | +5.7% |
| 30D | +10.0% | +10.3% | -0.3% | +10.0% |
| 3M | +4.4% | +11.5% | -7.1% | +4.4% |
| 6M | +14.1% | +40.3% | -26.2% | +14.1% |
| YTD | +29.1% | -17.9% | +46.9% | +30.0% |
| 1Y | +34.6% | -8.8% | +43.3% | +31.9% |
| All | +34.6% | -17.9% | +52.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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