+3.8%
MSCI vs CP
+24.4%
-20.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | +2.8% | +2.8% | +0.1% | +1.7% |
| 30D | +15.4% | +10.2% | +5.2% | +11.0% |
| 3M | +13.4% | +2.4% | +11.1% | +12.2% |
| 6M | +10.9% | +7.7% | +3.2% | +7.1% |
| YTD | +13.0% | +26.0% | -13.0% | +0.7% |
| 1Y | +12.0% | +34.6% | -22.6% | -3.3% |
| 3Y | +34.1% | +26.7% | +7.4% | +13.6% |
| All | +3.8% | +24.4% | -20.5% | -11.0% |
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