+21.7%
P vs CP
+32.8%
-11.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | -4.7% | -0.7% | -4.0% | -4.9% |
| 30D | -31.4% | +9.6% | -41.1% | -30.0% |
| 3M | -2.6% | +2.2% | -4.9% | -1.0% |
| 6M | +21.9% | +11.1% | +10.8% | +25.4% |
| YTD | +58.9% | +28.2% | +30.8% | +70.4% |
| 1Y | +21.7% | +32.2% | -10.4% | +36.6% |
| All | +21.7% | +32.8% | -11.1% | +36.6% |
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