+763.1%
PM vs CP
+773.9%
-10.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -4.9% | -2.7% | -2.2% | -4.2% |
| 30D | -3.4% | +0.2% | -3.6% | -3.5% |
| 3M | +5.2% | +2.6% | +2.6% | +4.3% |
| 6M | +3.7% | +6.0% | -2.3% | +1.7% |
| YTD | +15.8% | +24.9% | -9.2% | +8.2% |
| 1Y | +17.4% | +20.1% | -2.7% | +10.8% |
| 3Y | +116.9% | +16.4% | +100.5% | +103.3% |
| 5Y | +117.3% | +31.7% | +85.6% | +93.2% |
| 10Y | +193.8% | +223.9% | -30.1% | +97.8% |
| All | +763.1% | +773.9% | -10.8% | +267.0% |
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