+13.1%
D vs CP
+27.5%
-14.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | +8.4% | +10.3% | -2.0% | +5.3% |
| 3M | +0.2% | +2.3% | -2.1% | -0.5% |
| 6M | +9.5% | +10.7% | -1.2% | +6.1% |
| YTD | +18.8% | +29.3% | -10.5% | +9.9% |
| 1Y | +14.7% | +31.5% | -16.7% | +5.6% |
| 3Y | +72.9% | +36.7% | +36.2% | +52.8% |
| 5Y | +13.1% | +26.8% | -13.7% | +1.4% |
| All | +13.1% | +27.5% | -14.4% | +1.4% |
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