-6.1%
F vs CP
+31.6%
-37.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.1% | +2.1% | -5.2% | -4.1% |
| 30D | 0.0% | +9.3% | -9.3% | -4.3% |
| 3M | -13.2% | +0.5% | -13.7% | -13.4% |
| 6M | -10.2% | +10.4% | -20.6% | -14.7% |
| YTD | -4.9% | +28.7% | -33.6% | -17.0% |
| 1Y | -6.1% | +33.2% | -39.3% | -20.6% |
| All | -6.1% | +31.6% | -37.7% | -20.6% |
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