+25.5%
CP vs HUBB
+129.4%
-103.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.2% |
| 7D | +2.8% | +1.8% | +1.0% | +2.2% |
| 30D | +11.3% | -6.9% | +18.2% | +13.2% |
| 3M | +2.9% | -13.8% | +16.7% | +6.8% |
| 6M | +9.8% | -9.8% | +19.6% | +11.8% |
| YTD | +28.5% | +0.3% | +28.2% | +25.7% |
| 1Y | +33.5% | -3.3% | +36.8% | +32.0% |
| 3Y | +31.9% | +61.0% | -29.1% | +7.5% |
| 5Y | +25.5% | +128.5% | -103.0% | -15.2% |
| All | +25.5% | +129.4% | -103.9% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling