+27.2%
CP vs SM
+5.5%
+21.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.1% | +9.4% | -7.2% | +1.1% |
| 30D | +9.3% | -14.4% | +23.7% | +10.9% |
| 3M | +0.5% | +1.6% | -1.1% | -0.5% |
| 6M | +10.4% | +6.3% | +4.1% | +7.9% |
| YTD | +28.7% | +78.8% | -50.1% | +15.1% |
| 1Y | +33.2% | +83.1% | -50.0% | +18.5% |
| 3Y | +38.4% | -5.9% | +44.3% | +31.9% |
| All | +27.2% | +5.5% | +21.7% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling