+77.5%
SO vs CP
+27.5%
+50.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.6% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +4.9% | +10.3% | -5.4% | +2.8% |
| 3M | +0.8% | +2.3% | -1.5% | +0.2% |
| 6M | +0.6% | +10.7% | -10.1% | -1.7% |
| YTD | +8.7% | +29.3% | -20.7% | +2.7% |
| 1Y | +4.0% | +31.5% | -27.5% | -2.2% |
| 3Y | +50.6% | +36.7% | +13.9% | +36.3% |
| 5Y | +77.5% | +26.8% | +50.7% | +61.2% |
| All | +77.5% | +27.5% | +50.0% | +61.2% |
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 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