+84.9%
CL vs CP
+255.2%
-170.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.6% | +2.8% | -0.2% | +1.9% |
| 30D | +11.8% | +11.0% | +0.7% | +8.8% |
| 3M | +5.9% | +3.8% | +2.1% | +4.8% |
| 6M | +13.3% | +9.5% | +3.8% | +10.5% |
| YTD | +27.1% | +28.2% | -1.1% | +18.9% |
| 1Y | +28.0% | +33.0% | -4.9% | +18.5% |
| 3Y | +39.4% | +35.5% | +3.8% | +26.2% |
| 5Y | +40.8% | +25.8% | +15.0% | +28.2% |
| 10Y | +84.9% | +250.7% | -165.9% | +30.0% |
| All | +84.9% | +255.2% | -170.3% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling