+852.8%
PM vs CP
+796.5%
+56.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | -3.4% | +6.1% | -9.5% | -5.0% |
| 30D | +5.8% | +9.8% | -3.9% | +3.1% |
| 3M | +6.7% | +2.7% | +3.9% | +5.7% |
| 6M | +19.9% | +12.8% | +7.1% | +15.6% |
| YTD | +27.8% | +28.2% | -0.4% | +18.5% |
| 1Y | +39.4% | +34.1% | +5.3% | +27.5% |
| 3Y | +146.9% | +28.9% | +118.0% | +124.6% |
| 5Y | +166.6% | +27.1% | +139.6% | +139.7% |
| 10Y | +242.1% | +264.8% | -22.7% | +123.1% |
| All | +852.8% | +796.5% | +56.4% | +301.9% |
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