+2,408.8%
D vs CP
+7,870.0%
-5,461.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +6.9% | +6.1% | +0.8% | +5.7% |
| 30D | +12.3% | +9.8% | +2.6% | +10.3% |
| 3M | +3.0% | +2.7% | +0.3% | +2.4% |
| 6M | +12.8% | +12.8% | 0.0% | +10.0% |
| YTD | +22.6% | +28.2% | -5.6% | +16.3% |
| 1Y | +21.7% | +34.1% | -12.5% | +14.4% |
| 3Y | +83.9% | +28.9% | +55.1% | +72.7% |
| 5Y | +14.0% | +27.1% | -13.1% | +6.7% |
| 10Y | +45.6% | +264.8% | -219.2% | +10.4% |
| All | +2,408.8% | +7,870.0% | -5,461.2% | +1,094.9% |
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