+221.2%
CP vs M
-1.9%
+223.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | -2.7% | +4.7% | -7.4% | -3.3% |
| 30D | +0.2% | -9.6% | +9.8% | +1.5% |
| 3M | +2.6% | +0.9% | +1.7% | +2.1% |
| 6M | +6.0% | +22.3% | -16.3% | +2.6% |
| YTD | +24.9% | +6.5% | +18.4% | +23.0% |
| 1Y | +20.1% | +38.8% | -18.7% | +13.6% |
| 3Y | +16.4% | +115.9% | -99.5% | +0.5% |
| 5Y | +31.7% | +28.6% | +3.1% | +17.3% |
| All | +221.2% | -1.9% | +223.1% | +155.2% |
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