+1,872.1%
T vs CP
+7,669.4%
-5,797.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | +11.4% | +0.2% | +11.2% | +11.2% |
| 3M | +14.3% | +2.6% | +11.7% | +13.5% |
| 6M | -9.3% | +6.0% | -15.2% | -10.9% |
| YTD | +7.1% | +24.9% | -17.8% | +0.7% |
| 1Y | -9.1% | +20.1% | -29.2% | -13.8% |
| 3Y | +105.3% | +16.4% | +88.9% | +93.3% |
| 5Y | +66.8% | +31.7% | +35.1% | +49.9% |
| 10Y | +66.8% | +223.9% | -157.1% | +15.8% |
| All | +1,872.1% | +7,669.4% | -5,797.3% | +484.4% |
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 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