+192.8%
TER vs CP
+30.2%
+162.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.0% | +10.7% | +11.4% |
| 7D | -5.8% | +2.8% | -8.5% | -7.4% |
| 30D | -38.9% | +11.3% | -50.2% | -43.4% |
| 3M | -35.1% | +2.9% | -38.0% | -36.6% |
| 6M | -31.6% | +9.8% | -41.3% | -37.2% |
| YTD | +27.2% | +28.5% | -1.3% | +6.1% |
| 1Y | +35.2% | +33.5% | +1.7% | +10.0% |
| 3Y | +192.8% | +31.9% | +160.9% | +140.8% |
| All | +192.8% | +30.2% | +162.6% | +140.8% |
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