+3.9%
P vs CP
+32.2%
-28.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.1% |
| 7D | -23.8% | +2.8% | -26.6% | -23.1% |
| 30D | -36.6% | +10.2% | -46.8% | -35.2% |
| 3M | +10.9% | +2.4% | +8.5% | +12.7% |
| 6M | +30.0% | +7.7% | +22.3% | +33.4% |
| YTD | +44.4% | +26.0% | +18.4% | +55.6% |
| 1Y | +3.9% | +34.6% | -30.7% | +28.2% |
| All | +3.9% | +32.2% | -28.2% | +28.2% |
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 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