+23.8%
CP vs S
-56.8%
+80.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -2.7% | -7.7% | +5.0% | -2.1% |
| 30D | +0.2% | -5.3% | +5.5% | +0.5% |
| 3M | +2.6% | +20.3% | -17.7% | +0.8% |
| 6M | +6.0% | +47.4% | -41.4% | +1.9% |
| YTD | +24.9% | +32.5% | -7.6% | +21.1% |
| 1Y | +20.1% | +9.5% | +10.6% | +18.1% |
| 3Y | +16.4% | +15.5% | +0.9% | +12.2% |
| 5Y | +31.7% | -71.2% | +102.9% | +31.4% |
| All | +23.8% | -56.8% | +80.6% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling