+469.1%
P vs CP
+236.9%
+232.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.5% |
| 7D | -23.8% | +2.8% | -26.6% | -25.1% |
| 30D | -36.6% | +10.2% | -46.8% | -40.2% |
| 3M | +10.9% | +2.4% | +8.5% | +8.8% |
| 6M | +30.0% | +7.7% | +22.3% | +22.8% |
| YTD | +44.4% | +26.0% | +18.4% | +23.4% |
| 1Y | +3.9% | +34.6% | -30.7% | -15.1% |
| 3Y | +176.6% | +26.7% | +149.9% | +129.8% |
| 5Y | +249.3% | +24.9% | +224.4% | +186.2% |
| 10Y | +726.9% | +258.6% | +468.3% | +311.4% |
| All | +469.1% | +236.9% | +232.2% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling