+111.7%
SPOT vs CP
+34.0%
+77.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -2.9% | +2.4% | -5.3% | -3.8% |
| 30D | +8.3% | -0.5% | +8.8% | +8.4% |
| 3M | +5.1% | +1.4% | +3.7% | +4.1% |
| 6M | -6.5% | +10.3% | -16.8% | -10.8% |
| YTD | -9.0% | +24.3% | -33.3% | -17.9% |
| 1Y | -26.4% | +20.4% | -46.9% | -32.9% |
| 3Y | +240.0% | +21.8% | +218.2% | +200.9% |
| 5Y | +111.7% | +31.5% | +80.2% | +75.0% |
| All | +111.7% | +34.0% | +77.7% | +75.0% |
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 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