+256.9%
CP vs M
-5.1%
+262.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.3% |
| 30D | +9.6% | +8.1% | +1.5% | +8.3% |
| 3M | +2.2% | +2.2% | 0.0% | +1.7% |
| 6M | +11.1% | +35.1% | -24.0% | +5.9% |
| YTD | +28.2% | +15.8% | +12.3% | +24.4% |
| 1Y | +32.2% | +25.8% | +6.3% | +26.7% |
| 3Y | +35.5% | +156.2% | -120.7% | +14.2% |
| 5Y | +26.8% | -2.4% | +29.1% | +17.2% |
| 10Y | +256.9% | -7.1% | +264.0% | +187.3% |
| All | +256.9% | -5.1% | +262.1% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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