+29.0%
U vs CP
+32.2%
-3.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +5.6% |
| 7D | +36.6% | +2.8% | +33.8% | +36.1% |
| 30D | +13.3% | +10.2% | +3.1% | +12.0% |
| 3M | +26.2% | +2.4% | +23.8% | +26.2% |
| 6M | +88.7% | +7.7% | +81.1% | +86.6% |
| YTD | +16.6% | +26.0% | -9.4% | +15.0% |
| 1Y | +29.0% | +34.6% | -5.7% | +25.0% |
| All | +29.0% | +32.2% | -3.2% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling