-68.4%
U vs CP
+24.4%
-92.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.8% |
| 7D | +36.6% | +2.8% | +33.8% | +33.6% |
| 30D | +13.3% | +10.2% | +3.1% | +4.8% |
| 3M | +26.2% | +2.4% | +23.8% | +23.4% |
| 6M | +88.7% | +7.7% | +81.1% | +75.7% |
| YTD | +16.6% | +26.0% | -9.4% | -6.7% |
| 1Y | +29.0% | +34.6% | -5.7% | -2.9% |
| 3Y | +99.5% | +26.7% | +72.8% | +53.2% |
| All | -68.4% | +24.4% | -92.8% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling