+221.2%
CP vs AR
+47.7%
+173.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.7% | +2.5% | -5.2% | -2.9% |
| 30D | +0.2% | +14.8% | -14.6% | -1.2% |
| 3M | +2.6% | +6.2% | -3.7% | +1.8% |
| 6M | +6.0% | +4.3% | +1.7% | +5.1% |
| YTD | +24.9% | +14.4% | +10.6% | +22.5% |
| 1Y | +20.1% | +21.3% | -1.2% | +16.8% |
| 3Y | +16.4% | +39.8% | -23.4% | +9.7% |
| 5Y | +31.7% | +142.1% | -110.3% | +16.2% |
| All | +221.2% | +47.7% | +173.5% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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