+160.5%
PR vs CP
+252.0%
-91.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.5% | -10.0% | -8.8% |
| 7D | -12.1% | +5.6% | -17.7% | -15.5% |
| 30D | +0.9% | +10.0% | -9.1% | -5.8% |
| 3M | +10.1% | +4.4% | +5.7% | +6.0% |
| 6M | +1.1% | +14.1% | -13.0% | -9.3% |
| YTD | +63.7% | +29.1% | +34.6% | +32.9% |
| 1Y | +87.0% | +34.6% | +52.5% | +47.1% |
| 3Y | +70.7% | +29.8% | +41.0% | +33.8% |
| 5Y | +246.8% | +28.7% | +218.1% | +170.0% |
| 10Y | +72.6% | +267.3% | -194.7% | -1.7% |
| All | +160.5% | +252.0% | -91.5% | +49.0% |
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