+941.7%
CP vs BR
+1,321.0%
-379.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +2.0% |
| 7D | -2.7% | -5.3% | +2.6% | -0.1% |
| 30D | +0.2% | +6.4% | -6.3% | -3.1% |
| 3M | +2.6% | +13.6% | -11.1% | -4.5% |
| 6M | +6.0% | -6.7% | +12.7% | +7.8% |
| YTD | +24.9% | -21.1% | +46.0% | +37.3% |
| 1Y | +20.1% | -29.6% | +49.7% | +39.9% |
| 3Y | +16.4% | -2.4% | +18.8% | +12.2% |
| 5Y | +31.7% | +11.2% | +20.5% | +16.0% |
| 10Y | +223.9% | +191.8% | +32.1% | +64.2% |
| All | +941.7% | +1,321.0% | -379.3% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling