+44.1%
IR vs CP
+24.4%
+19.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.4% |
| 7D | +3.7% | +2.8% | +0.9% | +1.9% |
| 30D | +7.4% | +10.2% | -2.8% | +0.9% |
| 3M | -5.9% | +2.4% | -8.3% | -7.6% |
| 6M | +5.6% | +7.7% | -2.1% | +0.3% |
| YTD | +4.8% | +26.0% | -21.2% | -9.2% |
| 1Y | +6.9% | +34.6% | -27.7% | -10.9% |
| 3Y | +27.6% | +26.7% | +0.9% | +7.8% |
| All | +44.1% | +24.4% | +19.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling