+2,271.9%
D vs CP
+7,669.4%
-5,397.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.0% |
| 30D | -3.6% | +0.2% | -3.7% | -3.6% |
| 3M | -1.0% | +2.6% | -3.6% | -1.6% |
| 6M | +6.3% | +6.0% | +0.3% | +4.9% |
| YTD | +14.7% | +24.9% | -10.2% | +9.4% |
| 1Y | +16.9% | +20.1% | -3.2% | +12.3% |
| 3Y | +56.8% | +16.4% | +40.4% | +50.3% |
| 5Y | +5.2% | +31.7% | -26.5% | -2.3% |
| 10Y | +35.9% | +223.9% | -188.0% | +5.2% |
| All | +2,271.9% | +7,669.4% | -5,397.5% | +1,035.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling