-15.8%
F vs CP
+24.4%
-40.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.4% |
| 7D | +1.6% | +2.8% | -1.2% | -0.2% |
| 30D | +2.6% | +10.2% | -7.6% | -3.8% |
| 3M | -8.8% | +2.4% | -11.2% | -10.4% |
| 6M | +4.6% | +7.7% | -3.0% | -0.8% |
| YTD | -1.9% | +26.0% | -27.9% | -16.9% |
| 1Y | -0.8% | +34.6% | -35.4% | -19.6% |
| 3Y | +43.5% | +26.7% | +16.8% | +18.1% |
| All | -15.8% | +24.4% | -40.2% | -34.5% |
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