+291.3%
IR vs CP
+218.5%
+72.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | -2.8% | -2.7% | -0.1% | -1.1% |
| 30D | -15.1% | +0.2% | -15.3% | -15.3% |
| 3M | +6.1% | +2.6% | +3.5% | +4.1% |
| 6M | -16.8% | +6.0% | -22.8% | -20.1% |
| YTD | -3.5% | +24.9% | -28.5% | -16.8% |
| 1Y | -3.5% | +20.1% | -23.6% | -14.8% |
| 3Y | +9.5% | +16.4% | -6.9% | -3.3% |
| 5Y | +45.1% | +31.7% | +13.3% | +15.0% |
| All | +291.3% | +218.5% | +72.8% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling