+257.6%
CP vs MTB
+136.2%
+121.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.2% |
| 7D | +2.8% | -0.8% | +3.5% | +3.1% |
| 30D | +11.3% | +2.4% | +8.9% | +10.4% |
| 3M | +2.9% | -10.5% | +13.3% | +6.9% |
| 6M | +9.8% | +6.4% | +3.4% | +7.0% |
| YTD | +28.5% | +12.8% | +15.7% | +22.6% |
| 1Y | +33.5% | +23.3% | +10.2% | +23.3% |
| 3Y | +31.9% | +108.2% | -76.3% | -1.3% |
| 5Y | +25.5% | +68.6% | -43.1% | -1.4% |
| 10Y | +257.6% | +125.3% | +132.3% | +137.3% |
| All | +257.6% | +136.2% | +121.4% | +137.3% |
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