-54.2%
W vs CP
+24.4%
-78.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | +0.4% |
| 7D | -3.6% | +2.8% | -6.4% | -6.2% |
| 30D | +7.0% | +10.2% | -3.3% | -4.0% |
| 3M | +7.4% | +2.4% | +5.0% | +4.2% |
| 6M | +69.3% | +7.7% | +61.6% | +53.9% |
| YTD | +11.3% | +26.0% | -14.7% | -19.3% |
| 1Y | +13.2% | +34.6% | -21.4% | -24.6% |
| 3Y | +142.0% | +26.7% | +115.3% | +83.0% |
| All | -54.2% | +24.4% | -78.6% | -64.7% |
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 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