+33.3%
CP vs MULL
+260.4%
-227.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.3% | -10.3% | +2.0% |
| 7D | +2.8% | -27.1% | +29.9% | +2.8% |
| 30D | +11.3% | -54.2% | +65.6% | +11.7% |
| 3M | +2.9% | -42.0% | +44.8% | +2.9% |
| 6M | +9.8% | -43.5% | +53.2% | +8.7% |
| YTD | +28.5% | +199.9% | -171.4% | +20.4% |
| All | +33.3% | +260.4% | -227.1% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling