+260.5%
CP vs IBN
+385.6%
-125.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +2.1% | +1.9% | +0.3% | +1.6% |
| 30D | +9.3% | +22.1% | -12.8% | +3.5% |
| 3M | +0.5% | +17.1% | -16.6% | -3.9% |
| 6M | +10.4% | +35.5% | -25.1% | +1.3% |
| YTD | +28.7% | +16.8% | +11.9% | +22.8% |
| 1Y | +33.2% | +12.4% | +20.8% | +28.3% |
| 3Y | +38.4% | +58.0% | -19.6% | +20.3% |
| 5Y | +26.2% | +73.7% | -47.5% | +6.2% |
| All | +260.5% | +385.6% | -125.1% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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