+33.0%
CP vs USFR
+4.1%
+28.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | +0.1% |
| 7D | +2.8% | +0.1% | +2.7% | +3.6% |
| 30D | +11.0% | +0.4% | +10.6% | +15.1% |
| 3M | +3.8% | +1.1% | +2.8% | +14.4% |
| 6M | +9.5% | +2.1% | +7.4% | +37.7% |
| YTD | +28.2% | +3.4% | +24.8% | +111.9% |
| 1Y | +33.0% | +4.1% | +28.9% | +148.7% |
| All | +33.0% | +4.1% | +28.8% | +148.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling