+27.1%
CP vs AR
+75.2%
-48.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +6.1% | -11.7% | +17.8% | +7.7% |
| 30D | +9.8% | +1.8% | +7.9% | +9.3% |
| 3M | +2.7% | +6.0% | -3.2% | +1.7% |
| 6M | +12.8% | -7.0% | +19.8% | +13.2% |
| YTD | +28.2% | +5.6% | +22.6% | +25.7% |
| 1Y | +34.1% | +10.8% | +23.3% | +30.4% |
| 3Y | +28.9% | +19.3% | +9.5% | +20.2% |
| 5Y | +27.1% | +73.3% | -46.3% | +11.6% |
| All | +27.1% | +75.2% | -48.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling