+237.3%
P vs CP
+27.2%
+210.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.7% | -15.7% | -16.1% |
| 7D | -31.9% | +6.1% | -38.0% | -33.7% |
| 30D | -36.5% | +9.8% | -46.3% | -39.2% |
| 3M | +11.6% | +2.7% | +8.8% | +10.0% |
| 6M | +25.2% | +12.8% | +12.4% | +17.2% |
| YTD | +39.4% | +28.2% | +11.3% | +21.7% |
| 1Y | -3.7% | +34.1% | -37.8% | -18.4% |
| 3Y | +167.3% | +28.9% | +138.4% | +126.6% |
| 5Y | +237.3% | +27.1% | +210.3% | +183.2% |
| All | +237.3% | +27.2% | +210.1% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling