+46.9%
IR vs CP
+25.9%
+20.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -0.7% | +1.7% | +1.5% |
| 30D | +7.6% | +9.6% | -2.1% | +1.4% |
| 3M | +0.1% | +2.2% | -2.1% | -1.5% |
| 6M | +14.0% | +11.1% | +2.9% | +6.3% |
| YTD | +7.5% | +28.2% | -20.7% | -7.9% |
| 1Y | +10.1% | +32.2% | -22.0% | -7.2% |
| 3Y | +24.9% | +35.5% | -10.7% | +1.5% |
| 5Y | +46.9% | +26.8% | +20.1% | +22.3% |
| All | +46.9% | +25.9% | +20.9% | +22.3% |
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