+163.6%
W vs CP
+151.8%
+11.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -4.2% | -2.7% | -1.5% | -2.0% |
| 30D | -7.6% | +0.2% | -7.7% | -7.7% |
| 3M | +37.2% | +2.6% | +34.6% | +33.5% |
| 6M | +26.3% | +6.0% | +20.4% | +19.3% |
| YTD | -1.0% | +24.9% | -25.9% | -19.2% |
| 1Y | +20.1% | +20.1% | 0.0% | +1.2% |
| 3Y | +37.8% | +16.4% | +21.4% | +24.5% |
| 5Y | -63.7% | +31.7% | -95.4% | -69.2% |
| 10Y | +156.3% | +223.9% | -67.5% | +40.1% |
| All | +163.6% | +151.8% | +11.8% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling