+1,579.9%
T vs CP
+7,734.8%
-6,154.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +1.0% | +2.8% | -1.7% | +0.3% |
| 30D | -10.6% | +10.2% | -20.8% | -12.8% |
| 3M | -7.7% | +2.4% | -10.1% | -8.4% |
| 6M | -13.3% | +7.7% | -21.0% | -15.0% |
| YTD | -8.8% | +26.0% | -34.8% | -14.4% |
| 1Y | -8.4% | +34.6% | -43.0% | -15.6% |
| 3Y | +59.6% | +26.7% | +33.0% | +46.9% |
| 5Y | +52.1% | +24.9% | +27.2% | +38.7% |
| 10Y | +56.9% | +258.6% | -201.8% | +6.2% |
| All | +1,579.9% | +7,734.8% | -6,154.9% | +396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling