+26.8%
CP vs S
-67.1%
+93.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | +9.6% | -7.3% | +17.0% | +10.1% |
| 3M | +2.2% | +5.9% | -3.6% | +1.2% |
| 6M | +11.1% | +45.6% | -34.5% | +6.7% |
| YTD | +28.2% | +58.5% | -30.4% | +21.6% |
| 1Y | +32.2% | +37.6% | -5.5% | +26.9% |
| 3Y | +35.5% | +51.7% | -16.1% | +26.9% |
| 5Y | +26.8% | -67.5% | +94.3% | +29.7% |
| All | +26.8% | -67.1% | +93.8% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling