+233.3%
CP vs MTB
+172.8%
+60.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -0.5% | -4.6% | +4.1% | +1.2% |
| 3M | +0.1% | +6.3% | -6.2% | -2.3% |
| 6M | +7.8% | +15.6% | -7.8% | +2.1% |
| YTD | +22.9% | +20.6% | +2.3% | +14.5% |
| 1Y | +21.3% | +22.5% | -1.2% | +12.2% |
| 3Y | +20.4% | +114.4% | -94.1% | -10.9% |
| 5Y | +34.9% | +101.9% | -67.0% | -0.8% |
| 10Y | +233.3% | +170.4% | +62.9% | +123.1% |
| All | +233.3% | +172.8% | +60.5% | +123.1% |
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