+17.9%
CP vs PSKY
-78.6%
+96.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.5% |
| 7D | +3.4% | -24.6% | +28.0% | +3.1% |
| 30D | -2.5% | -36.1% | +33.7% | -3.0% |
| 3M | +25.0% | -53.4% | +78.3% | +24.3% |
| 6M | +25.0% | -53.4% | +78.3% | +24.3% |
| YTD | +25.0% | -53.4% | +78.3% | +24.3% |
| 1Y | +16.5% | -58.4% | +74.9% | +17.2% |
| 3Y | +22.6% | -40.7% | +63.3% | +15.1% |
| All | +17.9% | -78.6% | +96.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling