+23.9%
IP vs CP
+17.1%
+6.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -5.3% | -2.7% | -2.6% | -4.0% |
| 30D | -10.9% | +0.2% | -11.0% | -10.8% |
| 3M | +11.2% | +2.6% | +8.6% | +9.8% |
| 6M | -10.2% | +6.0% | -16.2% | -12.9% |
| YTD | -2.0% | +24.9% | -26.9% | -11.9% |
| 1Y | -19.1% | +20.1% | -39.2% | -26.1% |
| All | +23.9% | +17.1% | +6.8% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling