+250.7%
CP vs BEN
+55.0%
+195.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.7% |
| 7D | +2.8% | +12.1% | -9.3% | -1.6% |
| 30D | +11.0% | +13.4% | -2.4% | +5.8% |
| 3M | +3.8% | +9.4% | -5.5% | +0.2% |
| 6M | +9.5% | +19.3% | -9.8% | +1.9% |
| YTD | +28.2% | +57.3% | -29.1% | +7.0% |
| 1Y | +33.0% | +69.1% | -36.2% | +7.9% |
| 3Y | +35.5% | +85.6% | -50.1% | +3.4% |
| 5Y | +25.8% | +32.9% | -7.2% | +6.1% |
| 10Y | +250.7% | +58.3% | +192.4% | +140.7% |
| All | +250.7% | +55.0% | +195.8% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling