+52.5%
SO vs CP
+31.7%
+20.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.1% | +2.8% | -2.9% | -0.4% |
| 30D | +8.7% | +11.0% | -2.4% | +7.6% |
| 3M | +3.4% | +3.8% | -0.5% | +2.9% |
| 6M | +3.7% | +9.5% | -5.8% | +2.8% |
| YTD | +10.0% | +28.2% | -18.2% | +7.9% |
| 1Y | +6.6% | +33.0% | -26.4% | +4.3% |
| 3Y | +52.5% | +35.5% | +16.9% | +44.9% |
| All | +52.5% | +31.7% | +20.7% | +44.9% |
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