+543.0%
XYZ vs CP
+252.6%
+290.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.6% |
| 7D | +9.2% | +6.1% | +3.1% | +4.8% |
| 30D | +9.8% | +9.8% | 0.0% | +2.7% |
| 3M | -0.2% | +2.7% | -2.9% | -2.0% |
| 6M | +18.0% | +12.8% | +5.2% | +7.4% |
| YTD | +29.1% | +28.2% | +1.0% | +5.4% |
| 1Y | +14.1% | +34.1% | -20.0% | -10.1% |
| 3Y | +72.6% | +28.9% | +43.8% | +37.6% |
| 5Y | -64.6% | +27.1% | -91.7% | -71.1% |
| 10Y | +590.0% | +264.8% | +325.2% | +215.8% |
| All | +543.0% | +252.6% | +290.4% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling