+58.4%
NDAQ vs CP
+32.0%
+26.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -2.4% | -2.7% | +0.2% | -1.6% |
| 30D | +2.5% | +0.2% | +2.3% | +2.3% |
| 3M | +9.9% | +2.6% | +7.4% | +8.9% |
| 6M | +9.4% | +6.0% | +3.5% | +6.9% |
| YTD | +0.4% | +24.9% | -24.5% | -7.6% |
| 1Y | +4.0% | +20.1% | -16.1% | -3.0% |
| 3Y | +94.4% | +16.4% | +78.0% | +79.5% |
| All | +58.4% | +32.0% | +26.3% | +37.8% |
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 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