+2,327.9%
NDAQ vs CP
+2,445.5%
-117.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -2.4% | -2.7% | +0.2% | -1.2% |
| 30D | +2.5% | +0.2% | +2.3% | +2.3% |
| 3M | +9.9% | +2.6% | +7.4% | +8.3% |
| 6M | +9.4% | +6.0% | +3.5% | +5.7% |
| YTD | +0.4% | +24.9% | -24.5% | -11.0% |
| 1Y | +4.0% | +20.1% | -16.1% | -6.3% |
| 3Y | +94.4% | +16.4% | +78.0% | +73.7% |
| 5Y | +56.7% | +31.7% | +25.0% | +28.6% |
| 10Y | +375.3% | +223.9% | +151.4% | +129.8% |
| All | +2,327.9% | +2,445.5% | -117.6% | +351.8% |
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 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