+24.4%
CP vs BEN
+19.4%
+5.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -3.4% |
| 7D | +2.8% | +6.6% | -3.8% | +0.4% |
| 30D | +10.2% | +3.8% | +6.4% | +8.5% |
| 3M | +2.4% | +0.2% | +2.1% | +2.0% |
| 6M | +7.7% | +10.4% | -2.8% | +3.1% |
| YTD | +26.0% | +46.2% | -20.2% | +8.0% |
| 1Y | +34.6% | +52.3% | -17.6% | +13.5% |
| 3Y | +26.7% | +65.9% | -39.3% | +0.2% |
| All | +24.4% | +19.4% | +5.0% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling