-6.0%
U vs CP
+19.5%
-25.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +4.5% | +2.4% | +2.0% | +4.2% |
| 30D | -0.6% | -0.5% | 0.0% | -0.4% |
| 3M | +48.4% | +1.4% | +47.0% | +48.2% |
| 6M | +115.4% | +10.3% | +105.0% | +113.0% |
| YTD | -3.2% | +24.3% | -27.5% | -3.4% |
| 1Y | -6.0% | +20.4% | -26.5% | -10.1% |
| All | -6.0% | +19.5% | -25.5% | -10.1% |
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