+16.4%
MSCI vs CP
+31.6%
-15.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +2.7% | +2.1% | +0.5% | +2.5% |
| 30D | +17.4% | +9.3% | +8.1% | +16.9% |
| 3M | +14.8% | +0.5% | +14.4% | +14.4% |
| 6M | +16.1% | +10.4% | +5.7% | +16.1% |
| YTD | +16.0% | +28.7% | -12.7% | +17.0% |
| 1Y | +16.4% | +33.2% | -16.7% | +16.2% |
| All | +16.4% | +31.6% | -15.1% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling