+260.5%
CP vs SM
+18.0%
+242.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.1% | +9.4% | -7.2% | +1.2% |
| 30D | +9.3% | -14.4% | +23.7% | +10.7% |
| 3M | +0.5% | +1.6% | -1.1% | -0.3% |
| 6M | +10.4% | +6.3% | +4.1% | +8.5% |
| YTD | +28.7% | +78.8% | -50.1% | +18.5% |
| 1Y | +33.2% | +83.1% | -50.0% | +22.2% |
| 3Y | +38.4% | -5.9% | +44.3% | +33.9% |
| 5Y | +26.2% | +4.8% | +21.4% | +17.4% |
| All | +260.5% | +18.0% | +242.5% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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