+24.4%
CP vs M
-11.5%
+35.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.0% |
| 7D | +2.8% | -4.3% | +7.0% | +3.4% |
| 30D | +10.2% | +1.3% | +8.9% | +9.9% |
| 3M | +2.4% | -7.4% | +9.7% | +3.3% |
| 6M | +7.7% | +18.3% | -10.7% | +4.3% |
| YTD | +26.0% | +7.6% | +18.4% | +23.4% |
| 1Y | +34.6% | +17.4% | +17.2% | +29.9% |
| 3Y | +26.7% | +108.4% | -81.7% | +7.5% |
| All | +24.4% | -11.5% | +35.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling