+90.1%
RF vs CP
+32.0%
+58.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.3% | -2.7% | +4.0% | +2.8% |
| 30D | -3.6% | +0.2% | -3.8% | -3.8% |
| 3M | +8.1% | +2.6% | +5.5% | +6.2% |
| 6M | +11.5% | +6.0% | +5.5% | +7.2% |
| YTD | +15.6% | +24.9% | -9.4% | +0.6% |
| 1Y | +15.7% | +20.1% | -4.4% | +3.0% |
| 3Y | +86.9% | +16.4% | +70.5% | +64.9% |
| All | +90.1% | +32.0% | +58.1% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling