-16.8%
IR vs CP
+4.8%
-21.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.0% |
| 7D | -2.8% | -2.7% | -0.1% | -0.7% |
| 30D | -15.1% | +0.2% | -15.3% | -15.4% |
| 3M | +6.1% | +2.6% | +3.5% | +3.5% |
| 6M | -16.8% | +6.0% | -22.8% | -20.1% |
| All | -16.8% | +4.8% | -21.6% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling