+110.2%
SPOT vs CP
+24.4%
+85.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.2% |
| 7D | +1.6% | +2.8% | -1.2% | +0.5% |
| 30D | +17.6% | +10.2% | +7.4% | +13.3% |
| 3M | +26.9% | +2.4% | +24.6% | +25.6% |
| 6M | +41.8% | +7.7% | +34.1% | +37.0% |
| YTD | +3.8% | +26.0% | -22.1% | -6.8% |
| 1Y | -2.5% | +34.6% | -37.1% | -15.1% |
| 3Y | +260.6% | +26.7% | +233.9% | +213.2% |
| All | +110.2% | +24.4% | +85.8% | +79.3% |
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