-68.9%
XYZ vs CP
+32.0%
-100.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -1.0% |
| 7D | -1.0% | -2.7% | +1.7% | +1.2% |
| 30D | -1.7% | +0.2% | -1.9% | -1.8% |
| 3M | +16.7% | +2.6% | +14.2% | +13.9% |
| 6M | +26.9% | +6.0% | +20.9% | +19.9% |
| YTD | +27.1% | +24.9% | +2.2% | +4.0% |
| 1Y | +9.3% | +20.1% | -10.9% | -7.8% |
| 3Y | +42.3% | +16.4% | +25.9% | +20.3% |
| All | -68.9% | +32.0% | -100.9% | -76.4% |
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