+34.9%
CP vs BR
+7.6%
+27.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | -5.0% | +5.6% | +2.2% |
| 30D | -0.5% | -2.5% | +2.0% | +0.2% |
| 3M | +0.1% | +13.5% | -13.4% | -4.5% |
| 6M | +7.8% | -9.4% | +17.2% | +11.2% |
| YTD | +22.9% | -23.3% | +46.1% | +35.1% |
| 1Y | +21.3% | -31.6% | +52.9% | +40.2% |
| 3Y | +20.4% | -5.1% | +25.4% | +17.8% |
| 5Y | +34.9% | +8.2% | +26.7% | +16.2% |
| All | +34.9% | +7.6% | +27.3% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling