+2.6%
CP vs MUZ
-30.7%
+33.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.9% | +8.2% | -1.5% |
| 7D | +2.8% | +45.8% | -43.0% | +2.0% |
| 30D | +10.2% | +99.8% | -89.6% | +9.1% |
| 3M | +2.4% | +12.0% | -9.6% | +1.7% |
| All | +2.6% | -30.7% | +33.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 6mo: compounded portfolio wealth divided by compounded MUZ 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…
6mo analysis · Full analysis span regression · Available span rolling