+27.2%
CP vs BEN
+28.2%
-1.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +2.1% | +6.8% | -4.6% | -0.2% |
| 30D | +9.3% | +18.0% | -8.7% | +2.8% |
| 3M | +0.5% | +7.5% | -7.0% | -2.3% |
| 6M | +10.4% | +14.7% | -4.3% | +4.4% |
| YTD | +28.7% | +56.1% | -27.4% | +7.8% |
| 1Y | +33.2% | +69.6% | -36.4% | +8.0% |
| 3Y | +38.4% | +87.7% | -49.2% | +4.5% |
| All | +27.2% | +28.2% | -1.1% | +11.0% |
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 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