+20.4%
CP vs WU
-11.3%
+31.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | +2.4% | -0.8% | +3.3% | +2.5% |
| 30D | -0.5% | -1.1% | +0.6% | -0.5% |
| 3M | +1.4% | -1.8% | +3.2% | +1.4% |
| 6M | +10.3% | -23.9% | +34.2% | +13.1% |
| YTD | +24.3% | -20.4% | +44.7% | +26.5% |
| 1Y | +20.4% | -10.6% | +31.0% | +20.5% |
| All | +20.4% | -11.3% | +31.7% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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