+512.8%
F vs CP
+7,870.0%
-7,357.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +1.4% | +6.1% | -4.7% | -1.4% |
| 30D | +2.0% | +9.8% | -7.7% | -2.4% |
| 3M | -10.4% | +2.7% | -13.1% | -11.6% |
| 6M | +9.7% | +12.8% | -3.1% | +3.5% |
| YTD | -1.2% | +28.2% | -29.3% | -12.5% |
| 1Y | 0.0% | +34.1% | -34.1% | -13.3% |
| 3Y | +41.1% | +28.9% | +12.2% | +23.9% |
| 5Y | -11.4% | +27.1% | -38.5% | -21.7% |
| 10Y | +85.0% | +264.8% | -179.8% | +0.9% |
| All | +512.8% | +7,870.0% | -7,357.2% | +2.2% |
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