+6,765.5%
CP vs IBN
+1,726.4%
+5,039.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -2.7% |
| 7D | +2.8% | +15.1% | -12.3% | -0.6% |
| 30D | +10.2% | +21.6% | -11.4% | +5.2% |
| 3M | +2.4% | +11.2% | -8.8% | -0.3% |
| 6M | +7.7% | +27.8% | -20.1% | +1.4% |
| YTD | +26.0% | +14.7% | +11.3% | +21.5% |
| 1Y | +34.6% | +14.4% | +20.2% | +29.9% |
| 3Y | +26.7% | +52.1% | -25.4% | +13.6% |
| 5Y | +24.9% | +70.7% | -45.8% | +8.4% |
| 10Y | +258.6% | +385.5% | -126.9% | +132.8% |
| All | +6,765.5% | +1,726.4% | +5,039.1% | +3,100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling