-4.9%
DOW vs CP
+143.0%
-147.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.7% |
| 7D | -9.5% | +2.8% | -12.3% | -11.3% |
| 30D | +13.1% | +10.2% | +2.9% | +5.6% |
| 3M | +4.8% | +2.4% | +2.5% | +2.5% |
| 6M | -16.7% | +7.7% | -24.3% | -21.9% |
| YTD | +38.9% | +26.0% | +12.9% | +14.3% |
| 1Y | +48.3% | +34.6% | +13.7% | +16.2% |
| 3Y | -24.4% | +26.7% | -51.0% | -39.3% |
| 5Y | -29.2% | +24.9% | -54.1% | -44.9% |
| All | -4.9% | +143.0% | -147.9% | -56.4% |
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 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