+2,417.1%
MSCI vs CP
+781.5%
+1,635.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | -2.7% | +3.1% | +1.7% |
| 30D | +0.6% | +0.2% | +0.4% | +0.3% |
| 3M | -7.1% | +2.6% | -9.6% | -8.5% |
| 6M | +0.8% | +6.0% | -5.1% | -2.8% |
| YTD | +1.0% | +24.9% | -23.9% | -10.8% |
| 1Y | +4.3% | +20.1% | -15.8% | -6.3% |
| 3Y | +9.9% | +16.4% | -6.4% | -2.2% |
| 5Y | -6.8% | +31.7% | -38.5% | -22.7% |
| 10Y | +614.7% | +223.9% | +390.8% | +271.8% |
| All | +2,417.1% | +781.5% | +1,635.6% | +556.5% |
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