+232.5%
CP vs PSKY
-84.9%
+317.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.9% |
| 7D | +3.4% | -24.6% | +28.0% | +5.3% |
| 30D | -2.5% | -36.1% | +33.7% | +0.6% |
| 3M | +23.8% | -53.8% | +77.7% | +28.0% |
| 6M | +23.8% | -53.8% | +77.7% | +28.0% |
| YTD | +23.8% | -53.8% | +77.7% | +28.0% |
| 1Y | +16.5% | -58.4% | +74.9% | +22.2% |
| 3Y | +22.6% | -40.7% | +63.3% | +16.2% |
| 5Y | +24.7% | -80.0% | +104.7% | +36.8% |
| All | +232.5% | -84.9% | +317.4% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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