+22.5%
CP vs TLN
+683.0%
-660.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | +1.7% |
| 7D | +2.8% | +9.1% | -6.3% | +2.2% |
| 30D | +11.3% | -4.1% | +15.4% | +11.5% |
| 3M | +2.9% | +4.4% | -1.6% | +2.3% |
| 6M | +9.8% | -6.0% | +15.8% | +9.6% |
| YTD | +28.5% | -3.1% | +31.7% | +27.6% |
| 1Y | +33.5% | -6.1% | +39.6% | +32.7% |
| 3Y | +31.9% | +575.3% | -543.4% | +8.2% |
| All | +22.5% | +683.0% | -660.5% | +1.1% |
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