-11.4%
F vs CP
+27.2%
-38.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +1.4% | +6.1% | -4.7% | -2.4% |
| 30D | +2.0% | +9.8% | -7.7% | -4.1% |
| 3M | -10.4% | +2.7% | -13.1% | -12.1% |
| 6M | +9.7% | +12.8% | -3.1% | +0.9% |
| YTD | -1.2% | +28.2% | -29.3% | -17.2% |
| 1Y | 0.0% | +34.1% | -34.1% | -18.8% |
| 3Y | +41.1% | +28.9% | +12.2% | +14.8% |
| 5Y | -11.4% | +27.1% | -38.5% | -32.1% |
| All | -11.4% | +27.2% | -38.6% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling