+253.8%
CP vs USFR
+28.5%
+225.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +11.3% | +0.4% | +11.0% | +11.1% |
| 3M | +2.9% | +1.1% | +1.8% | +2.1% |
| 6M | +9.8% | +2.0% | +7.8% | +8.3% |
| YTD | +28.5% | +3.4% | +25.1% | +25.6% |
| 1Y | +33.5% | +4.1% | +29.4% | +29.8% |
| 3Y | +31.9% | +14.3% | +17.6% | +19.9% |
| 5Y | +25.5% | +21.3% | +4.2% | +9.2% |
| 10Y | +257.6% | +28.5% | +229.1% | +199.2% |
| All | +253.8% | +28.5% | +225.2% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling