+20.1%
CP vs TLN
+630.2%
-610.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -2.0% |
| 7D | +2.8% | -1.3% | +4.1% | +2.8% |
| 30D | +10.2% | -10.5% | +20.7% | +10.7% |
| 3M | +2.4% | +0.1% | +2.3% | +2.0% |
| 6M | +7.7% | -17.4% | +25.1% | +8.3% |
| YTD | +26.0% | -9.7% | +35.6% | +25.5% |
| 1Y | +34.6% | -12.3% | +46.9% | +34.2% |
| 3Y | +26.7% | +528.3% | -501.6% | +4.3% |
| All | +20.1% | +630.2% | -610.1% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling