-2.3%
F vs CP
+32.8%
-35.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +1.0% | +2.8% | -1.8% | -0.4% |
| 30D | +2.1% | +11.0% | -8.9% | -3.0% |
| 3M | -10.3% | +3.8% | -14.1% | -11.9% |
| 6M | +3.3% | +9.5% | -6.2% | -1.6% |
| YTD | -2.0% | +28.2% | -30.2% | -14.4% |
| 1Y | -2.3% | +33.0% | -35.2% | -17.3% |
| All | -2.3% | +32.8% | -35.0% | -17.3% |
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