+14.6%
D vs CP
+27.1%
-12.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | +0.8% | +2.8% | -2.0% | 0.0% |
| 30D | +10.7% | +11.3% | -0.6% | +7.4% |
| 3M | +2.3% | +2.9% | -0.6% | +1.3% |
| 6M | +12.5% | +9.8% | +2.7% | +9.3% |
| YTD | +20.1% | +28.5% | -8.4% | +11.3% |
| 1Y | +15.6% | +33.5% | -17.9% | +5.9% |
| 3Y | +75.2% | +31.9% | +43.2% | +56.8% |
| 5Y | +14.6% | +25.5% | -10.9% | +3.5% |
| All | +14.6% | +27.1% | -12.5% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling