+66.2%
NDAQ vs CP
+25.5%
+40.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.3% | +2.1% | -0.9% | +0.5% |
| 30D | +18.0% | +9.3% | +8.6% | +14.5% |
| 3M | +11.5% | +0.5% | +11.1% | +11.2% |
| 6M | +21.1% | +10.4% | +10.7% | +16.8% |
| YTD | +12.8% | +28.7% | -15.9% | +2.7% |
| 1Y | +25.7% | +33.2% | -7.5% | +12.9% |
| 3Y | +116.8% | +38.4% | +78.4% | +86.6% |
| All | +66.2% | +25.5% | +40.7% | +44.3% |
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