+34.6%
CP vs BEN
+56.2%
-21.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.6% |
| 7D | +5.6% | +6.7% | -1.2% | +4.2% |
| 30D | +10.0% | +3.0% | +7.0% | +9.4% |
| 3M | +4.4% | -4.3% | +8.7% | +5.1% |
| 6M | +14.1% | +16.4% | -2.3% | +10.3% |
| YTD | +29.1% | +46.8% | -17.7% | +19.7% |
| 1Y | +34.6% | +57.3% | -22.8% | +24.0% |
| All | +34.6% | +56.2% | -21.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling