+28.1%
XYZ vs CP
+32.8%
-4.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +12.6% | +2.8% | +9.8% | +11.4% |
| 30D | +10.8% | +11.0% | -0.2% | +6.7% |
| 3M | +8.4% | +3.8% | +4.5% | +7.1% |
| 6M | +14.3% | +9.5% | +4.9% | +10.8% |
| YTD | +31.5% | +28.2% | +3.3% | +22.2% |
| 1Y | +28.1% | +33.0% | -4.8% | +13.7% |
| All | +28.1% | +32.8% | -4.7% | +13.7% |
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