-0.3%
SPOT vs CP
+35.2%
-35.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +4.2% |
| 7D | +16.6% | +5.6% | +11.0% | +16.0% |
| 30D | +29.9% | +10.0% | +19.9% | +29.2% |
| 3M | +31.3% | +4.4% | +26.9% | +30.7% |
| 6M | +43.2% | +14.1% | +29.2% | +41.8% |
| YTD | +8.1% | +29.1% | -21.0% | +9.8% |
| 1Y | -0.3% | +34.6% | -34.9% | +0.6% |
| All | -0.3% | +35.2% | -35.5% | +0.6% |
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 · 6 months rolling