+1,440.4%
RF vs CP
+7,925.2%
-6,484.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | -0.3% |
| 7D | +2.3% | +5.6% | -3.3% | -0.7% |
| 30D | +7.2% | +10.0% | -2.8% | +1.9% |
| 3M | -8.2% | +4.4% | -12.6% | -10.5% |
| 6M | +7.0% | +14.1% | -7.0% | -0.7% |
| YTD | +10.3% | +29.1% | -18.8% | -4.5% |
| 1Y | +25.1% | +34.6% | -9.5% | +5.9% |
| 3Y | +110.3% | +29.8% | +80.5% | +78.7% |
| 5Y | +47.1% | +28.7% | +18.4% | +24.5% |
| 10Y | +297.9% | +267.3% | +30.6% | +101.3% |
| All | +1,440.4% | +7,925.2% | -6,484.8% | +177.6% |
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