+17.5%
P vs CP
+35.2%
-17.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.5% | -8.5% | -4.1% |
| 7D | -19.4% | +5.6% | -24.9% | -18.1% |
| 30D | -22.3% | +10.0% | -32.4% | -20.5% |
| 3M | +33.2% | +4.4% | +28.8% | +36.0% |
| 6M | +53.6% | +14.1% | +39.6% | +58.3% |
| YTD | +66.8% | +29.1% | +37.7% | +79.0% |
| 1Y | +17.5% | +34.6% | -17.0% | +35.0% |
| All | +17.5% | +35.2% | -17.7% | +35.0% |
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