+21.2%
CP vs HUBB
+51.4%
-30.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +0.2% | -10.0% | +10.2% | +2.9% |
| 3M | +2.6% | -4.8% | +7.3% | +3.3% |
| 6M | +6.0% | -5.6% | +11.5% | +6.3% |
| YTD | +24.9% | +4.7% | +20.3% | +21.2% |
| 1Y | +20.1% | +6.7% | +13.4% | +15.4% |
| All | +21.2% | +51.4% | -30.3% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling