+306.8%
SPOT vs CP
+188.0%
+118.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.0% | +2.8% | -1.8% | -0.1% |
| 30D | +14.6% | +11.0% | +3.5% | +9.9% |
| 3M | +18.4% | +3.8% | +14.6% | +16.5% |
| 6M | +45.1% | +9.5% | +35.6% | +39.1% |
| YTD | +4.4% | +28.2% | -23.8% | -7.2% |
| 1Y | -2.7% | +33.0% | -35.6% | -14.9% |
| 3Y | +254.6% | +35.5% | +219.0% | +200.1% |
| 5Y | +124.8% | +25.8% | +99.0% | +94.8% |
| All | +306.8% | +188.0% | +118.8% | +150.1% |
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