+12.6%
IR vs CP
+33.1%
-20.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.2% |
| 7D | +5.0% | +2.8% | +2.2% | +2.9% |
| 30D | +10.3% | +11.3% | -1.0% | +1.3% |
| 3M | -0.1% | +2.9% | -2.9% | -2.3% |
| 6M | +14.8% | +9.8% | +5.0% | +5.4% |
| YTD | +9.7% | +28.5% | -18.8% | -13.1% |
| All | +12.6% | +33.1% | -20.5% | -13.6% |
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