+24.4%
CP vs AR
+71.8%
-47.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +2.8% | -14.3% | +17.0% | +4.7% |
| 30D | +10.2% | +1.4% | +8.8% | +9.8% |
| 3M | +2.4% | +3.4% | -1.0% | +1.6% |
| 6M | +7.7% | -2.1% | +9.7% | +7.4% |
| YTD | +26.0% | +4.7% | +21.3% | +23.7% |
| 1Y | +34.6% | +10.6% | +24.1% | +30.9% |
| 3Y | +26.7% | +24.6% | +2.1% | +17.2% |
| All | +24.4% | +71.8% | -47.4% | +9.1% |
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