+9,876.1%
CP vs M
+396.5%
+9,479.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | -2.7% | +4.7% | -7.4% | -3.6% |
| 30D | +0.2% | -9.6% | +9.8% | +2.3% |
| 3M | +2.6% | +0.9% | +1.7% | +1.9% |
| 6M | +6.0% | +22.3% | -16.3% | +0.7% |
| YTD | +24.9% | +6.5% | +18.4% | +21.8% |
| 1Y | +20.1% | +38.8% | -18.7% | +10.0% |
| 3Y | +16.4% | +115.9% | -99.5% | -8.1% |
| 5Y | +31.7% | +28.6% | +3.1% | +8.2% |
| 10Y | +223.9% | -2.5% | +226.4% | +134.3% |
| All | +9,876.1% | +396.5% | +9,479.5% | +3,997.1% |
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