+20.4%
CP vs IBN
-6.3%
+26.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | +2.4% | -2.2% | +4.6% | +3.0% |
| 30D | -0.5% | -2.3% | +1.7% | 0.0% |
| 3M | +1.4% | +15.9% | -14.4% | -2.9% |
| 6M | +10.3% | +5.6% | +4.7% | +8.2% |
| YTD | +24.3% | -0.1% | +24.4% | +23.6% |
| 1Y | +20.4% | -6.5% | +27.0% | +20.8% |
| All | +20.4% | -6.3% | +26.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling