+2,372.8%
CP vs SNY
+242.6%
+2,130.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | +0.6% | -3.6% | +4.2% | +2.1% |
| 30D | -0.5% | -1.4% | +1.0% | +0.1% |
| 3M | +0.1% | -4.2% | +4.3% | +1.7% |
| 6M | +7.8% | +2.0% | +5.8% | +6.6% |
| YTD | +22.9% | -6.7% | +29.5% | +25.8% |
| 1Y | +21.3% | -4.7% | +26.0% | +22.7% |
| 3Y | +20.4% | -8.1% | +28.5% | +19.3% |
| 5Y | +34.9% | +8.2% | +26.7% | +21.3% |
| 10Y | +233.3% | +64.8% | +168.5% | +141.1% |
| All | +2,372.8% | +242.6% | +2,130.2% | +1,087.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling