-63.7%
XYZ vs CP
+25.5%
-89.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.2% |
| 7D | -1.1% | +2.1% | -3.2% | -2.7% |
| 30D | +11.5% | +9.3% | +2.2% | +4.0% |
| 3M | +1.8% | +0.5% | +1.3% | +1.4% |
| 6M | +21.2% | +10.4% | +10.8% | +11.2% |
| YTD | +29.9% | +28.7% | +1.2% | +3.2% |
| 1Y | +35.8% | +33.2% | +2.6% | +4.6% |
| 3Y | +62.6% | +38.4% | +24.2% | +15.0% |
| All | -63.7% | +25.5% | -89.2% | -72.7% |
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 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