+968.7%
CP vs BR
+1,485.1%
-516.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.7% | +1.9% | -2.6% | -1.6% |
| 30D | +9.6% | +15.9% | -6.3% | +1.9% |
| 3M | +2.2% | +13.7% | -11.4% | -4.4% |
| 6M | +11.1% | +31.0% | -19.9% | -4.2% |
| YTD | +28.2% | -12.0% | +40.2% | +33.2% |
| 1Y | +32.2% | -11.5% | +43.7% | +36.9% |
| 3Y | +35.5% | +14.9% | +20.6% | +20.1% |
| 5Y | +26.8% | +20.1% | +6.7% | +7.5% |
| 10Y | +256.9% | +278.9% | -22.0% | +58.1% |
| All | +968.7% | +1,485.1% | -516.5% | +112.7% |
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 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