+2,502.2%
EXC vs CP
+7,870.0%
-5,367.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.4% | +6.1% | -4.7% | -0.1% |
| 30D | +11.6% | +9.8% | +1.9% | +9.2% |
| 3M | +2.7% | +2.7% | -0.1% | +1.9% |
| 6M | +2.7% | +12.8% | -10.1% | -0.4% |
| YTD | +9.7% | +28.2% | -18.5% | +2.8% |
| 1Y | +4.5% | +34.1% | -29.6% | -3.2% |
| 3Y | +28.5% | +28.9% | -0.4% | +18.4% |
| 5Y | +43.9% | +27.1% | +16.9% | +32.1% |
| 10Y | +183.7% | +264.8% | -81.0% | +103.2% |
| All | +2,502.2% | +7,870.0% | -5,367.8% | +981.2% |
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 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