+225.0%
CP vs SNY
+64.5%
+160.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.6% | -3.3% | +0.7% | -1.5% |
| 30D | -3.7% | -2.2% | -1.6% | -3.1% |
| 3M | +0.1% | -3.0% | +3.2% | +1.1% |
| 6M | +7.8% | +2.7% | +5.1% | +6.7% |
| YTD | +21.7% | -6.8% | +28.6% | +24.1% |
| 1Y | +18.6% | -5.3% | +23.9% | +20.0% |
| 3Y | +17.5% | -9.8% | +27.3% | +17.9% |
| 5Y | +35.4% | +9.7% | +25.7% | +22.3% |
| All | +225.0% | +64.5% | +160.5% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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