+65.5%
T vs CP
+36.4%
+29.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.5% | +2.1% | +0.4% | +2.3% |
| 30D | -3.8% | +9.3% | -13.1% | -4.6% |
| 3M | -8.7% | +0.5% | -9.2% | -8.9% |
| 6M | -8.1% | +10.4% | -18.5% | -8.9% |
| YTD | -6.4% | +28.7% | -35.1% | -8.2% |
| 1Y | -9.8% | +33.2% | -42.9% | -11.6% |
| 3Y | +65.5% | +38.4% | +27.0% | +59.6% |
| All | +65.5% | +36.4% | +29.1% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling