+304.7%
SPOT vs CP
+183.0%
+121.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +26.9% | +2.4% | +24.6% | +25.6% |
| 6M | +41.8% | +7.7% | +34.1% | +36.9% |
| YTD | +3.8% | +26.0% | -22.1% | -7.0% |
| 1Y | -2.5% | +34.6% | -37.1% | -15.3% |
| 3Y | +260.6% | +26.7% | +233.9% | +214.7% |
| 5Y | +108.6% | +24.9% | +83.7% | +81.2% |
| All | +304.7% | +183.0% | +121.7% | +150.6% |
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 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