+223.2%
CP vs IT
+89.8%
+133.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | +1.3% |
| 7D | +2.4% | -9.1% | +11.6% | +4.8% |
| 30D | -0.5% | -7.0% | +6.5% | +0.9% |
| 3M | +1.4% | +7.6% | -6.2% | -2.1% |
| 6M | +10.3% | +2.1% | +8.2% | +6.9% |
| YTD | +24.3% | -31.6% | +55.9% | +33.9% |
| 1Y | +20.4% | -29.9% | +50.4% | +27.7% |
| 3Y | +21.8% | -51.3% | +73.0% | +40.3% |
| 5Y | +31.5% | -44.8% | +76.3% | +40.7% |
| 10Y | +223.2% | +91.4% | +131.9% | +117.4% |
| All | +223.2% | +89.8% | +133.4% | +117.4% |
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