+1,062.5%
CP vs WU
-19.6%
+1,082.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -2.7% | -0.8% | -1.8% | -2.4% |
| 30D | +0.2% | -1.1% | +1.3% | +0.5% |
| 3M | +2.6% | -3.9% | +6.4% | +2.4% |
| 6M | +6.0% | -20.7% | +26.6% | +13.8% |
| YTD | +24.9% | -18.4% | +43.3% | +32.2% |
| 1Y | +20.1% | -8.1% | +28.2% | +19.8% |
| 3Y | +16.4% | -24.2% | +40.6% | +22.5% |
| 5Y | +31.7% | -50.4% | +82.2% | +62.3% |
| 10Y | +223.9% | -40.0% | +263.9% | +250.9% |
| All | +1,062.5% | -19.6% | +1,082.1% | +873.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling