+246.8%
CP vs USFR
+28.5%
+218.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +10.2% | +0.4% | +9.8% | +9.9% |
| 3M | +2.4% | +1.1% | +1.3% | +1.6% |
| 6M | +7.7% | +2.1% | +5.6% | +6.2% |
| YTD | +26.0% | +3.4% | +22.6% | +23.1% |
| 1Y | +34.6% | +4.1% | +30.5% | +30.9% |
| 3Y | +26.7% | +14.4% | +12.3% | +15.1% |
| 5Y | +24.9% | +21.3% | +3.6% | +8.6% |
| 10Y | +258.6% | +28.5% | +230.1% | +200.1% |
| All | +246.8% | +28.5% | +218.2% | +185.0% |
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