+18.2%
D vs CP
+32.2%
-13.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | +3.0% | +2.8% | +0.2% | +2.1% |
| 30D | +11.5% | +10.2% | +1.3% | +8.3% |
| 3M | +3.7% | +2.4% | +1.4% | +2.7% |
| 6M | +13.5% | +7.7% | +5.9% | +10.7% |
| YTD | +20.7% | +26.0% | -5.3% | +13.0% |
| 1Y | +18.2% | +34.6% | -16.4% | +8.0% |
| All | +18.2% | +32.2% | -13.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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