+22.2%
CP vs TLN
+716.6%
-694.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.3% |
| 7D | -0.7% | +15.9% | -16.6% | -1.4% |
| 30D | +9.6% | -0.3% | +9.9% | +9.6% |
| 3M | +2.2% | +5.8% | -3.6% | +1.6% |
| 6M | +11.1% | -1.2% | +12.3% | +10.7% |
| YTD | +28.2% | +1.0% | +27.1% | +27.0% |
| 1Y | +32.2% | +1.1% | +31.0% | +30.8% |
| 3Y | +35.5% | +591.7% | -556.2% | +10.9% |
| All | +22.2% | +716.6% | -694.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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