+75.2%
D vs CP
+30.2%
+44.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | +0.8% | +2.8% | -2.0% | +0.1% |
| 30D | +10.7% | +11.3% | -0.6% | +8.2% |
| 3M | +2.3% | +2.9% | -0.6% | +1.5% |
| 6M | +12.5% | +9.8% | +2.7% | +10.1% |
| YTD | +20.1% | +28.5% | -8.4% | +14.0% |
| 1Y | +15.6% | +33.5% | -17.9% | +8.9% |
| 3Y | +75.2% | +31.9% | +43.2% | +58.1% |
| All | +75.2% | +30.2% | +44.9% | +58.1% |
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