+262.2%
CP vs A
+300.7%
-38.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +10.3% | +0.8% | +9.5% | +9.7% |
| 3M | +2.3% | +16.9% | -14.6% | -4.1% |
| 6M | +10.7% | +53.8% | -43.1% | -7.7% |
| YTD | +29.3% | +28.1% | +1.2% | +15.3% |
| 1Y | +31.5% | +15.0% | +16.4% | +22.4% |
| 3Y | +36.7% | +63.1% | -26.4% | +6.2% |
| 5Y | +26.8% | +11.5% | +15.3% | +13.5% |
| All | +262.2% | +300.7% | -38.5% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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