+25.9%
NDAQ vs CP
+32.2%
-6.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +0.8% | +2.8% | -1.9% | +0.3% |
| 30D | +16.5% | +10.2% | +6.3% | +14.4% |
| 3M | +13.5% | +2.4% | +11.1% | +12.8% |
| 6M | +20.9% | +7.7% | +13.3% | +19.4% |
| YTD | +11.4% | +26.0% | -14.6% | +7.8% |
| 1Y | +25.9% | +34.6% | -8.7% | +18.8% |
| All | +25.9% | +32.2% | -6.2% | +18.8% |
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