+31.5%
CP vs SM
+78.0%
-46.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +1.1% |
| 7D | +0.9% | +10.6% | -9.7% | +1.4% |
| 30D | +10.3% | -15.0% | +25.3% | +9.7% |
| 3M | +2.3% | +1.7% | +0.6% | +2.2% |
| 6M | +10.7% | +5.9% | +4.8% | +10.5% |
| YTD | +29.3% | +79.0% | -49.7% | +19.5% |
| 1Y | +31.5% | +84.7% | -53.2% | +21.2% |
| All | +31.5% | +78.0% | -46.5% | +21.2% |
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