+107.7%
T vs CP
+17.1%
+90.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | +11.4% | +0.2% | +11.2% | +11.3% |
| 3M | +14.3% | +2.6% | +11.7% | +13.9% |
| 6M | -9.3% | +6.0% | -15.2% | -9.8% |
| YTD | +7.1% | +24.9% | -17.8% | +4.8% |
| 1Y | -9.1% | +20.1% | -29.2% | -10.8% |
| All | +107.7% | +17.1% | +90.7% | +104.7% |
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