+7,604.2%
CP vs BEN
+4,818.7%
+2,785.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -3.4% |
| 7D | +2.8% | +6.6% | -3.8% | +0.3% |
| 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% | +8.4% |
| 1Y | +34.6% | +52.3% | -17.6% | +14.0% |
| 3Y | +26.7% | +65.9% | -39.3% | +1.7% |
| 5Y | +24.9% | +20.6% | +4.3% | +10.1% |
| 10Y | +258.6% | +64.8% | +193.8% | +162.6% |
| All | +7,604.2% | +4,818.7% | +2,785.6% | +2,517.1% |
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