+169.5%
PR vs CP
+240.7%
-71.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +2.9% | -2.7% | +5.6% | +4.6% |
| 30D | +18.0% | +0.2% | +17.9% | +17.4% |
| 3M | +16.9% | +2.6% | +14.3% | +14.0% |
| 6M | +28.2% | +6.0% | +22.2% | +20.6% |
| YTD | +69.3% | +24.9% | +44.4% | +41.3% |
| 1Y | +69.5% | +20.1% | +49.4% | +44.8% |
| 3Y | +81.7% | +16.4% | +65.3% | +54.5% |
| 5Y | +422.2% | +31.7% | +390.5% | +299.7% |
| 10Y | +110.4% | +223.9% | -113.5% | +23.1% |
| All | +169.5% | +240.7% | -71.3% | +58.4% |
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 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