+20.4%
CP vs MTB
+23.0%
-2.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.4% | +2.8% | -0.3% | +1.4% |
| 30D | -0.5% | -4.2% | +3.6% | +1.0% |
| 3M | +1.4% | +7.8% | -6.4% | -2.0% |
| 6M | +10.3% | +14.8% | -4.5% | +3.7% |
| YTD | +24.3% | +20.8% | +3.5% | +14.6% |
| 1Y | +20.4% | +23.1% | -2.7% | +6.6% |
| All | +20.4% | +23.0% | -2.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling