+225.0%
CP vs TDY
+479.2%
-254.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | -2.6% | -1.1% | -1.5% | -2.1% |
| 30D | -3.7% | -12.0% | +8.3% | +1.9% |
| 3M | +0.1% | -3.2% | +3.3% | +1.2% |
| 6M | +7.8% | -7.9% | +15.7% | +11.1% |
| YTD | +21.7% | +18.2% | +3.5% | +11.3% |
| 1Y | +18.6% | +6.7% | +12.0% | +13.5% |
| 3Y | +17.5% | +47.5% | -30.0% | -4.9% |
| 5Y | +35.4% | +39.5% | -4.2% | +10.6% |
| All | +225.0% | +479.2% | -254.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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