+1,948.2%
CP vs MKTX
+1,446.2%
+501.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +0.2% | +1.1% | -0.9% | -0.1% |
| 3M | +2.6% | +36.1% | -33.5% | -5.3% |
| 6M | +6.0% | -12.9% | +18.8% | +7.6% |
| YTD | +24.9% | -8.5% | +33.5% | +25.4% |
| 1Y | +20.1% | -7.5% | +27.7% | +19.9% |
| 3Y | +16.4% | -28.3% | +44.7% | +19.6% |
| 5Y | +31.7% | -63.3% | +95.0% | +54.2% |
| 10Y | +223.9% | +4.5% | +219.3% | +182.1% |
| All | +1,948.2% | +1,446.2% | +501.9% | +654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling