+25.5%
CP vs PTEN
+23.8%
+1.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +2.8% | -16.4% | +19.2% | +4.9% |
| 30D | +11.3% | -12.8% | +24.2% | +12.7% |
| 3M | +2.9% | +0.7% | +2.2% | +1.8% |
| 6M | +9.8% | -12.2% | +22.0% | +10.0% |
| YTD | +28.5% | +66.1% | -37.5% | +15.8% |
| 1Y | +33.5% | +69.2% | -35.7% | +19.7% |
| 3Y | +31.9% | -8.2% | +40.1% | +25.7% |
| 5Y | +25.5% | +19.2% | +6.3% | +13.9% |
| All | +25.5% | +23.8% | +1.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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