+223.6%
CP vs HUBB
+437.4%
-213.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -2.7% | -1.7% | -1.0% | -2.0% |
| 30D | -3.4% | -12.7% | +9.3% | +2.1% |
| 3M | -0.6% | -2.9% | +2.3% | -0.3% |
| 6M | +6.3% | -4.8% | +11.1% | +6.6% |
| YTD | +21.2% | +2.8% | +18.4% | +17.2% |
| 1Y | +20.0% | +3.5% | +16.5% | +15.0% |
| 3Y | +18.7% | +43.5% | -24.8% | -5.7% |
| 5Y | +34.8% | +154.2% | -119.4% | -22.8% |
| All | +223.6% | +437.4% | -213.8% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling