+250.7%
CP vs MTB
+122.1%
+128.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | +11.0% | +1.4% | +9.6% | +10.5% |
| 3M | +3.8% | -11.6% | +15.4% | +8.4% |
| 6M | +9.5% | +5.4% | +4.1% | +7.1% |
| YTD | +28.2% | +11.7% | +16.5% | +22.7% |
| 1Y | +33.0% | +20.5% | +12.4% | +23.8% |
| 3Y | +35.5% | +104.5% | -69.0% | +2.1% |
| 5Y | +25.8% | +65.1% | -39.3% | -0.4% |
| 10Y | +250.7% | +119.5% | +131.2% | +135.9% |
| All | +250.7% | +122.1% | +128.6% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling