+32.2%
CP vs SM
+72.9%
-40.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | +0.2% |
| 7D | -0.7% | +0.3% | -1.0% | -0.6% |
| 30D | +9.6% | -17.3% | +27.0% | +8.8% |
| 3M | +2.2% | -3.6% | +5.8% | +1.9% |
| 6M | +11.1% | +2.9% | +8.2% | +10.7% |
| YTD | +28.2% | +70.2% | -42.0% | +19.7% |
| 1Y | +32.2% | +66.5% | -34.3% | +23.6% |
| All | +32.2% | +72.9% | -40.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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