+24.1%
CP vs MULL
+1,100.2%
-1,076.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.3% | -10.3% | +1.6% |
| 7D | +2.8% | -27.1% | +29.9% | +3.5% |
| 30D | +11.3% | -54.2% | +65.6% | +13.6% |
| 3M | +2.9% | -42.0% | +44.8% | +3.7% |
| 6M | +9.8% | -43.5% | +53.2% | +7.1% |
| YTD | +28.5% | +199.9% | -171.4% | +9.6% |
| 1Y | +33.5% | +292.8% | -259.3% | +10.4% |
| All | +24.1% | +1,100.2% | -1,076.1% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling