+262.2%
CP vs BR
+275.8%
-13.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.5% |
| 30D | +10.3% | +13.7% | -3.3% | +4.3% |
| 3M | +2.3% | +13.8% | -11.5% | -3.7% |
| 6M | +10.7% | +29.7% | -19.0% | -2.6% |
| YTD | +29.3% | -12.6% | +41.9% | +35.7% |
| 1Y | +31.5% | -12.4% | +43.9% | +37.8% |
| 3Y | +36.7% | +14.1% | +22.6% | +22.4% |
| 5Y | +26.8% | +18.7% | +8.1% | +8.7% |
| All | +262.2% | +275.8% | -13.6% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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