+73.3%
D vs CP
+26.5%
+46.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +3.0% | +2.8% | +0.2% | +2.4% |
| 30D | +11.5% | +10.2% | +1.3% | +9.2% |
| 3M | +3.7% | +2.4% | +1.4% | +3.1% |
| 6M | +13.5% | +7.7% | +5.9% | +11.6% |
| YTD | +20.7% | +26.0% | -5.3% | +15.1% |
| 1Y | +18.2% | +34.6% | -16.4% | +11.3% |
| 3Y | +73.3% | +26.7% | +46.6% | +57.8% |
| All | +73.3% | +26.5% | +46.8% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling