+319.4%
IR vs CP
+226.7%
+92.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.3% |
| 7D | +2.3% | +6.1% | -3.8% | -1.7% |
| 30D | +3.3% | +9.8% | -6.4% | -3.1% |
| 3M | -9.0% | +2.7% | -11.8% | -11.0% |
| 6M | +8.0% | +12.8% | -4.8% | -0.8% |
| YTD | +3.4% | +28.2% | -24.8% | -12.6% |
| 1Y | +4.5% | +34.1% | -29.6% | -14.3% |
| 3Y | +25.6% | +28.9% | -3.3% | +3.5% |
| 5Y | +43.8% | +27.1% | +16.7% | +17.0% |
| All | +319.4% | +226.7% | +92.7% | +80.9% |
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