+147.7%
P vs CP
+17.1%
+130.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | -2.7% | +9.2% | +7.5% |
| 30D | +18.8% | +0.2% | +18.7% | +18.8% |
| 3M | +26.7% | +2.6% | +24.2% | +25.3% |
| 6M | +62.2% | +6.0% | +56.2% | +57.7% |
| YTD | +48.5% | +24.9% | +23.6% | +34.1% |
| 1Y | +26.4% | +20.1% | +6.3% | +16.1% |
| All | +147.7% | +17.1% | +130.6% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling