+34.6%
CP vs MDY
+17.5%
+17.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.1% |
| 7D | +5.6% | +1.7% | +3.9% | +4.3% |
| 30D | +10.0% | +1.2% | +8.8% | +9.1% |
| 3M | +4.4% | -3.5% | +7.9% | +6.9% |
| 6M | +14.1% | +3.5% | +10.5% | +10.8% |
| YTD | +29.1% | +13.6% | +15.5% | +17.0% |
| 1Y | +34.6% | +17.1% | +17.5% | +18.6% |
| All | +34.6% | +17.5% | +17.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling