+256.9%
CP vs IT
+93.0%
+163.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -0.7% | -6.8% | +6.2% | +1.0% |
| 30D | +9.6% | -0.6% | +10.2% | +9.2% |
| 3M | +2.2% | +3.1% | -0.8% | +0.3% |
| 6M | +11.1% | +25.5% | -14.4% | +1.7% |
| YTD | +28.2% | -23.5% | +51.7% | +33.2% |
| 1Y | +32.2% | -16.6% | +48.8% | +33.4% |
| 3Y | +35.5% | -53.1% | +88.6% | +60.3% |
| 5Y | +26.8% | -41.4% | +68.2% | +34.0% |
| 10Y | +256.9% | +90.9% | +166.0% | +122.6% |
| All | +256.9% | +93.0% | +163.9% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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