-6.4%
T vs CP
+35.2%
-41.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.2% |
| 7D | +5.5% | +5.6% | -0.1% | +4.0% |
| 30D | -8.9% | +10.0% | -19.0% | -10.9% |
| 3M | -5.6% | +4.4% | -10.0% | -6.8% |
| 6M | -14.3% | +14.1% | -28.3% | -16.5% |
| YTD | -7.9% | +29.1% | -37.0% | -13.6% |
| 1Y | -6.4% | +34.6% | -41.0% | -12.6% |
| All | -6.4% | +35.2% | -41.6% | -12.6% |
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 · 6 months rolling