+5,286.6%
O vs CP
+9,116.4%
-3,829.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +3.5% | +2.8% | +0.7% | +2.6% |
| 30D | +10.4% | +11.0% | -0.6% | +6.6% |
| 3M | -2.4% | +3.8% | -6.3% | -3.7% |
| 6M | -1.2% | +9.5% | -10.7% | -4.3% |
| YTD | +10.4% | +28.2% | -17.8% | +1.1% |
| 1Y | +11.4% | +33.0% | -21.5% | +0.7% |
| 3Y | +40.4% | +35.5% | +4.8% | +23.8% |
| 5Y | +12.1% | +25.8% | -13.6% | -0.1% |
| 10Y | +82.7% | +250.7% | -168.0% | +14.1% |
| All | +5,286.6% | +9,116.4% | -3,829.8% | +1,557.2% |
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