+33.3%
CP vs M
+25.7%
+7.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +0.9% |
| 7D | +2.8% | +2.5% | +0.2% | +2.3% |
| 30D | +11.3% | +10.1% | +1.3% | +9.8% |
| 3M | +2.9% | -0.9% | +3.8% | +2.7% |
| 6M | +9.8% | +30.2% | -20.4% | +5.0% |
| YTD | +28.5% | +16.3% | +12.2% | +24.9% |
| All | +33.3% | +25.7% | +7.6% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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