+82.0%
PR vs CP
+34.3%
+47.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.9% |
| 7D | -16.5% | +6.1% | -22.6% | -16.4% |
| 30D | -4.5% | +9.8% | -14.3% | -4.5% |
| 3M | +8.5% | +2.7% | +5.8% | +8.6% |
| 6M | -3.3% | +12.8% | -16.1% | -4.2% |
| YTD | +55.7% | +28.2% | +27.5% | +44.7% |
| 1Y | +82.0% | +34.1% | +47.9% | +68.4% |
| All | +82.0% | +34.3% | +47.8% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling