+25.8%
CP vs M
+0.1%
+25.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +2.8% | +5.0% | -2.2% | +2.0% |
| 30D | +11.0% | +10.6% | +0.4% | +9.2% |
| 3M | +3.8% | +1.6% | +2.3% | +3.3% |
| 6M | +9.5% | +30.8% | -21.4% | +4.4% |
| YTD | +28.2% | +16.9% | +11.3% | +23.9% |
| 1Y | +33.0% | +26.3% | +6.7% | +26.8% |
| 3Y | +35.5% | +158.6% | -123.1% | +11.3% |
| 5Y | +25.8% | +2.1% | +23.7% | +15.0% |
| All | +25.8% | +0.1% | +25.7% | +15.0% |
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