+6,337.0%
SO vs CP
+7,870.0%
-1,532.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.4% | +6.1% | -5.7% | -0.6% |
| 30D | +9.2% | +9.8% | -0.5% | +7.6% |
| 3M | +1.1% | +2.7% | -1.7% | +0.6% |
| 6M | -1.1% | +12.8% | -13.8% | -3.0% |
| YTD | +9.7% | +28.2% | -18.5% | +5.2% |
| 1Y | +5.5% | +34.1% | -28.7% | +0.4% |
| 3Y | +47.0% | +28.9% | +18.2% | +39.5% |
| 5Y | +77.6% | +27.1% | +50.5% | +68.0% |
| 10Y | +181.0% | +264.8% | -83.8% | +127.5% |
| All | +6,337.0% | +7,870.0% | -1,532.9% | +3,563.4% |
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 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