+27.5%
CP vs S
-51.7%
+79.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.1% | +2.0% | +0.2% | +2.0% |
| 30D | +9.3% | -2.7% | +12.0% | +9.3% |
| 3M | +0.5% | -6.9% | +7.3% | +0.5% |
| 6M | +10.4% | +38.1% | -27.6% | +6.8% |
| YTD | +28.7% | +48.0% | -19.3% | +23.1% |
| 1Y | +33.2% | +34.5% | -1.3% | +28.3% |
| 3Y | +38.4% | +38.3% | +0.1% | +31.3% |
| 5Y | +26.2% | -70.9% | +97.1% | +24.9% |
| All | +27.5% | -51.7% | +79.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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