+260.5%
CP vs M
-7.1%
+267.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +2.1% | +7.0% | -4.9% | +1.2% |
| 30D | +9.3% | +8.9% | +0.4% | +7.9% |
| 3M | +0.5% | +4.5% | -4.0% | -0.4% |
| 6M | +10.4% | +36.2% | -25.8% | +5.1% |
| YTD | +28.7% | +15.1% | +13.6% | +25.0% |
| 1Y | +33.2% | +27.4% | +5.7% | +27.4% |
| 3Y | +38.4% | +160.1% | -121.7% | +16.4% |
| 5Y | +26.2% | -1.6% | +27.8% | +16.6% |
| All | +260.5% | -7.1% | +267.6% | +191.0% |
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