+225.0%
CP vs BR
+189.7%
+35.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -2.6% | -3.0% | +0.4% | -1.3% |
| 30D | -3.7% | -0.3% | -3.4% | -3.7% |
| 3M | +0.1% | +17.3% | -17.2% | -7.4% |
| 6M | +7.8% | -6.7% | +14.5% | +10.0% |
| YTD | +21.7% | -23.4% | +45.1% | +35.5% |
| 1Y | +18.6% | -32.7% | +51.3% | +40.7% |
| 3Y | +17.5% | -5.9% | +23.5% | +15.3% |
| 5Y | +35.4% | +8.4% | +26.9% | +20.3% |
| All | +225.0% | +189.7% | +35.3% | +87.7% |
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