-7.4%
T vs CP
+32.8%
-40.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | +2.8% | -0.2% | +1.8% |
| 30D | -1.1% | +11.0% | -12.1% | -3.4% |
| 3M | -7.7% | +3.8% | -11.6% | -8.8% |
| 6M | -10.6% | +9.5% | -20.1% | -12.5% |
| YTD | -7.5% | +28.2% | -35.7% | -13.5% |
| 1Y | -7.4% | +33.0% | -40.4% | -14.4% |
| All | -7.4% | +32.8% | -40.2% | -14.4% |
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