+250.7%
CP vs USFR
+28.5%
+222.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +11.0% | +0.4% | +10.6% | +10.9% |
| 3M | +3.8% | +1.1% | +2.8% | +3.5% |
| 6M | +9.5% | +2.1% | +7.4% | +8.8% |
| YTD | +28.2% | +3.4% | +24.8% | +26.9% |
| 1Y | +33.0% | +4.1% | +28.9% | +31.3% |
| 3Y | +35.5% | +14.4% | +21.1% | +28.8% |
| 5Y | +25.8% | +21.4% | +4.4% | +15.9% |
| 10Y | +250.7% | +28.5% | +222.2% | +227.3% |
| All | +250.7% | +28.5% | +222.2% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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