+5,910.9%
CP vs TDY
+7,071.3%
-1,160.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +2.4% | -0.9% | +3.3% | +2.7% |
| 30D | -0.5% | -12.5% | +11.9% | +2.9% |
| 3M | +1.4% | -1.2% | +2.6% | +1.5% |
| 6M | +10.3% | -6.6% | +16.9% | +11.9% |
| YTD | +24.3% | +18.5% | +5.8% | +18.5% |
| 1Y | +20.4% | +10.8% | +9.7% | +16.6% |
| 3Y | +21.8% | +47.5% | -25.7% | +9.1% |
| 5Y | +31.5% | +35.8% | -4.3% | +19.8% |
| 10Y | +223.2% | +459.0% | -235.7% | +112.2% |
| All | +5,910.9% | +7,071.3% | -1,160.4% | +3,062.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling