+15.2%
D vs CP
+24.4%
-9.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.0% |
| 7D | +3.0% | +2.8% | +0.2% | +2.2% |
| 30D | +11.5% | +10.2% | +1.3% | +8.5% |
| 3M | +3.7% | +2.4% | +1.4% | +2.9% |
| 6M | +13.5% | +7.7% | +5.9% | +11.0% |
| YTD | +20.7% | +26.0% | -5.3% | +12.6% |
| 1Y | +18.2% | +34.6% | -16.4% | +8.1% |
| 3Y | +73.3% | +26.7% | +46.6% | +57.2% |
| All | +15.2% | +24.4% | -9.2% | +4.0% |
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 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