+1,072.3%
CP vs WU
-20.2%
+1,092.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.9% |
| 7D | +2.8% | +11.7% | -8.9% | -1.8% |
| 30D | +10.2% | +12.6% | -2.4% | +4.8% |
| 3M | +2.4% | -0.5% | +2.8% | +2.0% |
| 6M | +7.7% | -18.2% | +25.9% | +14.2% |
| YTD | +26.0% | -19.0% | +45.0% | +33.2% |
| 1Y | +34.6% | -16.7% | +51.3% | +40.4% |
| 3Y | +26.7% | -21.0% | +47.7% | +31.1% |
| 5Y | +24.9% | -41.7% | +66.6% | +42.7% |
| 10Y | +258.6% | -35.0% | +293.6% | +272.8% |
| All | +1,072.3% | -20.2% | +1,092.5% | +880.1% |
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