+34.3%
CP vs IT
-40.5%
+74.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +5.0% | +1.0% |
| 7D | -2.7% | -6.0% | +3.4% | -1.8% |
| 30D | +0.2% | 0.0% | +0.2% | 0.0% |
| 3M | +2.6% | +13.1% | -10.5% | 0.0% |
| 6M | +6.0% | +11.7% | -5.7% | +3.0% |
| YTD | +24.9% | -26.1% | +51.0% | +31.1% |
| 1Y | +20.1% | -21.3% | +41.4% | +23.3% |
| 3Y | +16.4% | -46.7% | +63.1% | +28.8% |
| All | +34.3% | -40.5% | +74.8% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling