+10.7%
O vs CP
+24.4%
-13.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | +3.7% | +2.8% | +0.9% | +2.9% |
| 30D | +11.2% | +10.2% | +1.0% | +8.3% |
| 3M | -4.0% | +2.4% | -6.3% | -4.7% |
| 6M | -5.2% | +7.7% | -12.9% | -7.2% |
| YTD | +9.5% | +26.0% | -16.5% | +2.7% |
| 1Y | +10.6% | +34.6% | -24.0% | +1.9% |
| 3Y | +38.1% | +26.7% | +11.4% | +26.7% |
| All | +10.7% | +24.4% | -13.7% | +0.4% |
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 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