+10,133.6%
CP vs M
+425.5%
+9,708.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.6% |
| 7D | +6.1% | -2.1% | +8.2% | +6.5% |
| 30D | +9.8% | +7.7% | +2.0% | +7.8% |
| 3M | +2.7% | -4.4% | +7.1% | +3.4% |
| 6M | +12.8% | +27.5% | -14.7% | +6.0% |
| YTD | +28.2% | +12.8% | +15.4% | +23.0% |
| 1Y | +34.1% | +20.7% | +13.4% | +26.6% |
| 3Y | +28.9% | +111.3% | -82.4% | +2.2% |
| 5Y | +27.1% | -6.3% | +33.4% | +13.0% |
| 10Y | +264.8% | +1.5% | +263.3% | +161.5% |
| All | +10,133.6% | +425.5% | +9,708.0% | +4,039.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling