+11.1%
PL vs CP
+27.2%
-16.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -9.7% |
| 7D | -20.5% | +6.1% | -26.6% | -23.8% |
| 30D | -38.8% | +9.8% | -48.5% | -42.7% |
| 3M | -49.1% | +2.7% | -51.9% | -50.3% |
| 6M | -69.4% | +12.8% | -82.2% | -72.1% |
| YTD | -42.3% | +28.2% | -70.5% | -52.7% |
| 1Y | -14.2% | +34.1% | -48.3% | -31.8% |
| 3Y | +398.7% | +28.9% | +369.8% | +311.0% |
| 5Y | +11.1% | +27.1% | -15.9% | -3.8% |
| All | +11.1% | +27.2% | -16.0% | -3.8% |
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