+109.3%
RF vs CP
+28.7%
+80.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -1.6% | +6.1% | -7.7% | -4.4% |
| 30D | +5.0% | +9.8% | -4.7% | +0.4% |
| 3M | -10.0% | +2.7% | -12.7% | -11.3% |
| 6M | +3.3% | +12.8% | -9.5% | -2.9% |
| YTD | +7.9% | +28.2% | -20.2% | -5.3% |
| 1Y | +21.2% | +34.1% | -12.9% | +4.0% |
| All | +109.3% | +28.7% | +80.6% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling