+7,539.9%
CP vs BEN
+4,913.3%
+2,626.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.9% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +0.2% | -0.5% | +0.7% | +0.3% |
| 3M | +2.6% | +9.7% | -7.2% | -1.2% |
| 6M | +6.0% | +33.9% | -27.9% | -5.4% |
| YTD | +24.9% | +49.0% | -24.0% | +7.1% |
| 1Y | +20.1% | +42.1% | -22.0% | +4.4% |
| 3Y | +16.4% | +51.9% | -35.5% | -3.4% |
| 5Y | +31.7% | +39.0% | -7.3% | +9.9% |
| 10Y | +223.9% | +57.9% | +166.0% | +141.2% |
| All | +7,539.9% | +4,913.3% | +2,626.6% | +2,484.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling