+20.4%
CP vs IT
-29.8%
+50.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.5% |
| 7D | +2.4% | -9.1% | +11.6% | +2.5% |
| 30D | -0.5% | -7.0% | +6.5% | -0.5% |
| 3M | +1.4% | +7.6% | -6.2% | +1.1% |
| 6M | +10.3% | +2.1% | +8.2% | +10.0% |
| YTD | +24.3% | -31.6% | +55.9% | +23.9% |
| 1Y | +20.4% | -29.9% | +50.4% | +19.1% |
| All | +20.4% | -29.8% | +50.2% | +19.1% |
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