+260.5%
CP vs LII
+169.1%
+91.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +2.1% | +2.9% | -0.8% | +1.2% |
| 30D | +9.3% | +0.9% | +8.4% | +8.7% |
| 3M | +0.5% | -15.5% | +16.0% | +5.8% |
| 6M | +10.4% | -30.2% | +40.6% | +21.9% |
| YTD | +28.7% | -26.8% | +55.5% | +38.8% |
| 1Y | +33.2% | -25.3% | +58.5% | +42.5% |
| 3Y | +38.4% | -7.8% | +46.2% | +32.6% |
| 5Y | +26.2% | +17.0% | +9.2% | +7.5% |
| All | +260.5% | +169.1% | +91.4% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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