+238.6%
P vs CP
+24.4%
+214.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.2% |
| 7D | -23.8% | +2.8% | -26.6% | -24.8% |
| 30D | -36.6% | +10.2% | -46.8% | -39.4% |
| 3M | +10.9% | +2.4% | +8.5% | +9.4% |
| 6M | +30.0% | +7.7% | +22.3% | +24.3% |
| YTD | +44.4% | +26.0% | +18.4% | +26.9% |
| 1Y | +3.9% | +34.6% | -30.7% | -12.4% |
| 3Y | +176.6% | +26.7% | +149.9% | +136.1% |
| All | +238.6% | +24.4% | +214.3% | +188.3% |
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