+3.9%
W vs CP
+33.1%
-29.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.0% |
| 7D | +3.3% | +2.8% | +0.5% | +2.7% |
| 30D | +10.5% | +11.3% | -0.8% | +7.9% |
| 3M | +9.6% | +2.9% | +6.8% | +9.0% |
| 6M | +76.4% | +9.8% | +66.6% | +72.7% |
| YTD | +16.4% | +28.5% | -12.1% | +9.0% |
| All | +3.9% | +33.1% | -29.2% | -6.7% |
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