+17.0%
CP vs SNY
-9.7%
+26.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.7% | -3.6% | +0.9% | -1.9% |
| 30D | -3.4% | -1.9% | -1.4% | -3.0% |
| 3M | -0.6% | -2.0% | +1.3% | -0.2% |
| 6M | +6.3% | +2.5% | +3.8% | +5.8% |
| YTD | +21.2% | -7.0% | +28.1% | +22.6% |
| 1Y | +20.0% | -4.4% | +24.4% | +20.8% |
| All | +17.0% | -9.7% | +26.7% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling