+99.5%
U vs CP
+26.5%
+73.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.5% |
| 7D | +36.6% | +2.8% | +33.8% | +34.4% |
| 30D | +13.3% | +10.2% | +3.1% | +6.9% |
| 3M | +26.2% | +2.4% | +23.8% | +24.2% |
| 6M | +88.7% | +7.7% | +81.1% | +78.8% |
| YTD | +16.6% | +26.0% | -9.4% | -2.0% |
| 1Y | +29.0% | +34.6% | -5.7% | +2.8% |
| 3Y | +99.5% | +26.7% | +72.8% | +55.5% |
| All | +99.5% | +26.5% | +73.0% | +55.5% |
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