-10.8%
DOW vs CP
+141.0%
-151.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.3% |
| 7D | -2.4% | -2.7% | +0.3% | -0.7% |
| 30D | +0.4% | +0.2% | +0.2% | -0.1% |
| 3M | -14.4% | +2.6% | -17.0% | -16.4% |
| 6M | -7.0% | +6.0% | -12.9% | -12.6% |
| YTD | +30.2% | +24.9% | +5.3% | +8.1% |
| 1Y | +29.2% | +20.1% | +9.1% | +10.3% |
| 3Y | -36.7% | +16.4% | -53.1% | -45.8% |
| 5Y | -37.7% | +31.7% | -69.4% | -53.8% |
| All | -10.8% | +141.0% | -151.8% | -58.8% |
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