+151.8%
TER vs CP
+26.5%
+125.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.6% |
| 7D | -20.5% | +2.8% | -23.2% | -22.1% |
| 30D | -47.0% | +10.2% | -57.2% | -50.7% |
| 3M | -43.3% | +2.4% | -45.6% | -44.5% |
| 6M | -42.9% | +7.7% | -50.6% | -47.0% |
| YTD | +12.9% | +26.0% | -13.1% | -4.8% |
| 1Y | +18.2% | +34.6% | -16.5% | -4.7% |
| 3Y | +151.8% | +26.7% | +125.1% | +109.7% |
| All | +151.8% | +26.5% | +125.3% | +109.7% |
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