+599.5%
XYZ vs CP
+253.8%
+345.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.1% |
| 7D | +12.1% | +2.8% | +9.4% | +10.0% |
| 30D | +12.4% | +10.2% | +2.2% | +3.9% |
| 3M | +8.2% | +2.4% | +5.8% | +6.2% |
| 6M | +20.7% | +7.7% | +13.0% | +12.9% |
| YTD | +31.3% | +26.0% | +5.3% | +6.1% |
| 1Y | +20.5% | +34.6% | -14.1% | -8.2% |
| 3Y | +72.6% | +26.7% | +45.9% | +35.0% |
| 5Y | -64.0% | +24.9% | -88.9% | -71.2% |
| All | +599.5% | +253.8% | +345.7% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling