+78.4%
V vs CP
+30.2%
+48.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -0.8% | +2.8% | -3.6% | -1.4% |
| 30D | +9.5% | +11.3% | -1.8% | +7.0% |
| 3M | +16.7% | +2.9% | +13.8% | +15.8% |
| 6M | +32.9% | +9.8% | +23.2% | +30.0% |
| YTD | +21.1% | +28.5% | -7.4% | +13.2% |
| 1Y | +26.6% | +33.5% | -6.9% | +17.2% |
| 3Y | +78.4% | +31.9% | +46.4% | +66.6% |
| All | +78.4% | +30.2% | +48.1% | +66.6% |
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