+34.8%
CP vs MKTX
-60.6%
+95.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -3.4% | +0.8% | -4.2% | -3.4% |
| 3M | -0.6% | +41.1% | -41.8% | -4.3% |
| 6M | +6.3% | -9.5% | +15.9% | +8.1% |
| YTD | +21.2% | -8.7% | +29.9% | +23.0% |
| 1Y | +20.0% | -10.0% | +30.0% | +21.9% |
| 3Y | +18.7% | -24.6% | +43.3% | +20.4% |
| 5Y | +34.8% | -60.3% | +95.1% | +39.2% |
| All | +34.8% | -60.6% | +95.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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