+5,976.4%
SO vs CP
+7,669.4%
-1,693.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.2% | -2.7% | +2.5% | +0.3% |
| 30D | -4.6% | +0.2% | -4.7% | -4.6% |
| 3M | -3.0% | +2.6% | -5.6% | -3.5% |
| 6M | -8.3% | +6.0% | -14.2% | -9.2% |
| YTD | +3.5% | +24.9% | -21.4% | -0.3% |
| 1Y | -0.9% | +20.1% | -21.0% | -4.1% |
| 3Y | +45.4% | +16.4% | +29.0% | +40.2% |
| 5Y | +59.6% | +31.7% | +27.9% | +50.2% |
| 10Y | +156.6% | +223.9% | -67.3% | +111.0% |
| All | +5,976.4% | +7,669.4% | -1,693.1% | +3,373.0% |
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