+83.0%
PL vs CP
+28.1%
+55.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -9.3% | -2.7% | -6.6% | -7.9% |
| 30D | -18.9% | +0.2% | -19.1% | -19.1% |
| 3M | -58.4% | +2.6% | -60.9% | -59.4% |
| 6M | -30.3% | +6.0% | -36.3% | -33.4% |
| YTD | -8.1% | +24.9% | -33.1% | -21.5% |
| 1Y | +180.5% | +20.1% | +160.4% | +146.4% |
| 3Y | +444.1% | +16.4% | +427.8% | +385.2% |
| 5Y | +83.0% | +31.7% | +51.3% | +58.7% |
| All | +83.0% | +28.1% | +55.0% | +58.6% |
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