-9.3%
SSPC vs CP
+3.2%
-12.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.0% | -13.9% | -11.5% |
| 7D | -13.9% | +2.8% | -16.7% | -13.4% |
| 30D | +14.3% | +11.3% | +3.0% | +20.2% |
| 3M | -35.2% | +2.9% | -38.1% | -34.6% |
| All | -9.3% | +3.2% | -12.5% | -3.6% |
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 · Available span rolling