+21.1%
PL vs CP
+24.4%
-3.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.7% | +12.1% | +11.4% |
| 7D | -6.8% | +2.8% | -9.6% | -8.8% |
| 30D | -29.3% | +10.2% | -39.5% | -34.1% |
| 3M | -44.8% | +2.4% | -47.1% | -46.0% |
| 6M | -68.4% | +7.7% | -76.0% | -70.3% |
| YTD | -36.4% | +26.0% | -62.3% | -47.2% |
| 1Y | +0.7% | +34.6% | -33.9% | -20.4% |
| 3Y | +455.3% | +26.7% | +428.6% | +362.1% |
| All | +21.1% | +24.4% | -3.2% | +7.5% |
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 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