+32.6%
NET vs CP
+26.7%
+5.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.7% |
| 7D | -16.4% | +5.6% | -21.9% | -19.3% |
| 30D | -25.8% | +10.0% | -35.9% | -30.4% |
| 3M | -11.5% | +4.4% | -15.9% | -14.2% |
| 6M | +18.9% | +14.1% | +4.9% | +7.9% |
| YTD | +35.2% | +29.1% | +6.2% | +10.8% |
| 1Y | +14.5% | +34.6% | -20.1% | -9.1% |
| 3Y | +313.8% | +29.8% | +284.1% | +219.3% |
| 5Y | +32.6% | +28.7% | +3.9% | +10.8% |
| All | +32.6% | +26.7% | +5.9% | +10.8% |
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