+9.1%
IR vs CP
+35.2%
-26.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -2.9% |
| 7D | +11.6% | +5.6% | +6.0% | +7.2% |
| 30D | +7.2% | +10.0% | -2.9% | -0.5% |
| 3M | -5.9% | +4.4% | -10.3% | -9.0% |
| 6M | +11.5% | +14.1% | -2.6% | -0.8% |
| YTD | +6.3% | +29.1% | -22.7% | -14.9% |
| 1Y | +9.1% | +34.6% | -25.5% | -14.9% |
| All | +9.1% | +35.2% | -26.1% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling