+2,666.5%
NDAQ vs CP
+2,512.1%
+154.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +2.9% | +2.8% | 0.0% | +1.5% |
| 30D | +17.5% | +11.0% | +6.4% | +11.7% |
| 3M | +15.4% | +3.8% | +11.6% | +13.2% |
| 6M | +24.6% | +9.5% | +15.1% | +18.7% |
| YTD | +14.4% | +28.2% | -13.8% | +0.1% |
| 1Y | +26.9% | +33.0% | -6.0% | +9.0% |
| 3Y | +119.8% | +35.5% | +84.3% | +82.3% |
| 5Y | +70.5% | +25.8% | +44.7% | +43.6% |
| 10Y | +475.8% | +250.7% | +225.1% | +167.8% |
| All | +2,666.5% | +2,512.1% | +154.4% | +408.3% |
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 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