+7.3%
PL vs CP
+33.1%
-25.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.0% | +12.5% | +14.2% |
| 7D | +10.9% | +2.8% | +8.1% | +10.4% |
| 30D | -16.4% | +11.3% | -27.7% | -18.1% |
| 3M | -39.9% | +2.9% | -42.8% | -40.1% |
| 6M | -63.2% | +9.8% | -73.0% | -63.8% |
| YTD | -27.1% | +28.5% | -55.7% | -26.1% |
| All | +7.3% | +33.1% | -25.8% | +6.1% |
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