-13.6%
SKDD vs CP
+3.1%
-16.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.5% | +6.9% | +4.0% |
| 7D | +28.7% | +5.6% | +23.1% | +17.3% |
| 30D | +54.1% | +10.0% | +44.0% | +37.1% |
| 3M | -22.7% | +4.4% | -27.1% | -35.7% |
| All | -13.6% | +3.1% | -16.8% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling