+21.2%
CP vs HRB
+38.9%
-17.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.5% |
| 7D | -2.7% | -5.7% | +3.0% | -2.4% |
| 30D | +0.2% | +7.9% | -7.7% | -0.3% |
| 3M | +2.6% | +32.1% | -29.6% | +1.3% |
| 6M | +6.0% | +62.2% | -56.3% | +3.7% |
| YTD | +24.9% | +16.4% | +8.5% | +26.2% |
| 1Y | +20.1% | -0.3% | +20.4% | +23.5% |
| All | +21.2% | +38.9% | -17.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling