+43.7%
RF vs CP
+27.2%
+16.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -1.6% | +6.1% | -7.7% | -4.8% |
| 30D | +5.0% | +9.8% | -4.7% | -0.4% |
| 3M | -10.0% | +2.7% | -12.7% | -11.6% |
| 6M | +3.3% | +12.8% | -9.5% | -4.0% |
| YTD | +7.9% | +28.2% | -20.2% | -7.4% |
| 1Y | +21.2% | +34.1% | -12.9% | +1.3% |
| 3Y | +105.8% | +28.9% | +76.9% | +70.3% |
| 5Y | +43.7% | +27.1% | +16.7% | +16.4% |
| All | +43.7% | +27.2% | +16.5% | +16.4% |
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