+23.8%
CP vs MULL
+1,070.1%
-1,046.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.2% |
| 7D | +2.8% | -32.2% | +35.0% | +3.7% |
| 30D | +11.0% | -55.4% | +66.4% | +13.4% |
| 3M | +3.8% | -41.3% | +45.1% | +4.7% |
| 6M | +9.5% | -44.9% | +54.4% | +6.9% |
| YTD | +28.2% | +192.4% | -164.2% | +9.4% |
| 1Y | +33.0% | +239.4% | -206.5% | +11.2% |
| All | +23.8% | +1,070.1% | -1,046.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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