+24.4%
CP vs HRB
+145.8%
-121.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.2% |
| 7D | +2.8% | +2.7% | +0.1% | +2.5% |
| 30D | +10.2% | +22.1% | -11.9% | +7.6% |
| 3M | +2.4% | +15.7% | -13.4% | +0.3% |
| 6M | +7.7% | +83.3% | -75.7% | -0.9% |
| YTD | +26.0% | +25.0% | +1.0% | +23.1% |
| 1Y | +34.6% | +6.9% | +27.7% | +35.3% |
| 3Y | +26.7% | +39.0% | -12.4% | +17.9% |
| All | +24.4% | +145.8% | -121.4% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling