+75.8%
PR vs CP
+32.2%
+43.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +1.9% |
| 7D | -16.4% | +2.8% | -19.2% | -16.4% |
| 30D | -1.9% | +10.2% | -12.1% | -2.3% |
| 3M | +8.0% | +2.4% | +5.6% | +7.8% |
| 6M | +4.1% | +7.7% | -3.6% | +3.2% |
| YTD | +58.7% | +26.0% | +32.7% | +45.0% |
| 1Y | +75.8% | +34.6% | +41.2% | +55.4% |
| All | +75.8% | +32.2% | +43.7% | +55.4% |
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