+99.1%
NDAQ vs CP
+17.1%
+82.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -2.4% | -2.7% | +0.2% | -1.8% |
| 30D | +2.5% | +0.2% | +2.3% | +2.4% |
| 3M | +9.9% | +2.6% | +7.4% | +9.2% |
| 6M | +9.4% | +6.0% | +3.5% | +7.5% |
| YTD | +0.4% | +24.9% | -24.5% | -5.8% |
| 1Y | +4.0% | +20.1% | -16.1% | -1.4% |
| All | +99.1% | +17.1% | +82.0% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling