-64.6%
XYZ vs CP
+27.2%
-91.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.5% |
| 7D | +9.2% | +6.1% | +3.1% | +4.5% |
| 30D | +9.8% | +9.8% | 0.0% | +2.1% |
| 3M | -0.2% | +2.7% | -2.9% | -2.2% |
| 6M | +18.0% | +12.8% | +5.2% | +6.4% |
| YTD | +29.1% | +28.2% | +1.0% | +3.0% |
| 1Y | +14.1% | +34.1% | -20.0% | -12.7% |
| 3Y | +72.6% | +28.9% | +43.8% | +31.4% |
| 5Y | -64.6% | +27.1% | -91.7% | -73.2% |
| All | -64.6% | +27.2% | -91.8% | -73.2% |
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