+47.0%
DOW vs CP
+33.1%
+13.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | -9.4% | +2.8% | -12.2% | -9.7% |
| 30D | +8.9% | +11.3% | -2.4% | +7.5% |
| 3M | +6.7% | +2.9% | +3.9% | +6.2% |
| 6M | -14.2% | +9.8% | -24.0% | -15.5% |
| YTD | +36.9% | +28.5% | +8.4% | +20.4% |
| All | +47.0% | +33.1% | +13.9% | +27.2% |
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