-0.4%
PL vs CP
+35.2%
-35.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.9% | -6.9% |
| 7D | -11.7% | +5.6% | -17.3% | -12.6% |
| 30D | -27.1% | +10.0% | -37.2% | -28.6% |
| 3M | -44.6% | +4.4% | -49.0% | -44.9% |
| 6M | -67.2% | +14.1% | -81.2% | -68.1% |
| YTD | -35.9% | +29.1% | -64.9% | -36.5% |
| 1Y | -0.4% | +34.6% | -34.9% | -5.4% |
| All | -0.4% | +35.2% | -35.6% | -5.4% |
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