+9,780.8%
CP vs IT
+6,228.4%
+3,552.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.9% |
| 7D | +2.8% | -16.9% | +19.7% | +6.3% |
| 30D | +10.2% | +2.3% | +7.9% | +9.3% |
| 3M | +2.4% | +2.9% | -0.5% | +0.9% |
| 6M | +7.7% | +25.9% | -18.2% | +0.6% |
| YTD | +26.0% | -24.6% | +50.6% | +28.6% |
| 1Y | +34.6% | -16.0% | +50.7% | +34.4% |
| 3Y | +26.7% | -51.6% | +78.3% | +38.6% |
| 5Y | +24.9% | -42.6% | +67.6% | +30.3% |
| 10Y | +258.6% | +103.6% | +155.1% | +185.7% |
| All | +9,780.8% | +6,228.4% | +3,552.4% | +4,404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling