+8.9%
O vs CP
+19.5%
-10.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.6% | +2.4% | -3.0% | -1.1% |
| 30D | -2.0% | -0.5% | -1.4% | -1.9% |
| 3M | +3.0% | +1.4% | +1.6% | +2.5% |
| 6M | -3.6% | +10.3% | -14.0% | -5.8% |
| YTD | +12.1% | +24.3% | -12.2% | +7.2% |
| 1Y | +8.9% | +20.4% | -11.6% | +4.8% |
| All | +8.9% | +19.5% | -10.6% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling