+46.4%
DE vs CP
+32.8%
+13.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | -0.7% | +2.9% | +2.6% |
| 30D | +9.3% | +9.6% | -0.3% | +4.2% |
| 3M | +12.2% | +2.2% | +10.0% | +10.5% |
| 6M | +18.1% | +11.1% | +7.0% | +10.5% |
| YTD | +49.8% | +28.2% | +21.6% | +27.8% |
| 1Y | +46.4% | +32.2% | +14.2% | +22.5% |
| All | +46.4% | +32.8% | +13.6% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling