+33.3%
CP vs S
+38.4%
-5.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.0% | +2.0% |
| 7D | +2.8% | +1.6% | +1.2% | +2.7% |
| 30D | +11.3% | -10.5% | +21.8% | +11.4% |
| 3M | +2.9% | +9.9% | -7.1% | +2.7% |
| 6M | +9.8% | +41.8% | -32.0% | +9.8% |
| YTD | +28.5% | +56.8% | -28.3% | +27.5% |
| All | +33.3% | +38.4% | -5.1% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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