+48.4%
IR vs CP
+32.0%
+16.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | -2.8% | -2.7% | -0.1% | -1.2% |
| 30D | -15.1% | +0.2% | -15.3% | -15.3% |
| 3M | +6.1% | +2.6% | +3.5% | +4.3% |
| 6M | -16.8% | +6.0% | -22.8% | -19.8% |
| YTD | -3.5% | +24.9% | -28.5% | -15.7% |
| 1Y | -3.5% | +20.1% | -23.6% | -13.8% |
| 3Y | +9.5% | +16.4% | -6.9% | -2.2% |
| All | +48.4% | +32.0% | +16.4% | +20.7% |
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