+40.9%
O vs CP
+35.8%
+5.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +9.4% | +9.6% | -0.2% | +7.2% |
| 3M | -2.4% | +2.2% | -4.6% | -3.0% |
| 6M | -1.9% | +11.1% | -13.0% | -4.1% |
| YTD | +10.5% | +28.2% | -17.7% | +4.8% |
| 1Y | +10.0% | +32.2% | -22.2% | +3.7% |
| All | +40.9% | +35.8% | +5.1% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling