+17.3%
IP vs CP
+10.4%
+6.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | -0.4% |
| 7D | +3.4% | +5.6% | -2.2% | +0.2% |
| 30D | +11.2% | +10.0% | +1.2% | +4.8% |
| 3M | -14.8% | +4.4% | -19.2% | -16.3% |
| 6M | +17.3% | +14.1% | +3.2% | +8.0% |
| All | +17.3% | +10.4% | +6.9% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling