+33.2%
CP vs MULL
+322.2%
-289.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.5% |
| 7D | +2.1% | +24.5% | -22.4% | +2.1% |
| 30D | +9.3% | -35.5% | +44.8% | +9.4% |
| 3M | +0.5% | -44.8% | +45.3% | +0.6% |
| 6M | +10.4% | -45.5% | +55.9% | +9.6% |
| YTD | +28.7% | +232.5% | -203.8% | +20.7% |
| 1Y | +33.2% | +343.3% | -310.1% | +23.4% |
| All | +33.2% | +322.2% | -289.0% | +23.4% |
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