+1,092.6%
CP vs WU
-22.0%
+1,114.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.2% |
| 7D | -0.7% | +2.1% | -2.8% | -1.7% |
| 30D | +9.6% | +10.1% | -0.5% | +5.2% |
| 3M | +2.2% | -1.1% | +3.4% | +2.1% |
| 6M | +11.1% | -19.8% | +30.9% | +18.7% |
| YTD | +28.2% | -20.8% | +48.9% | +36.6% |
| 1Y | +32.2% | -15.1% | +47.3% | +36.7% |
| 3Y | +35.5% | -23.2% | +58.7% | +41.8% |
| 5Y | +26.8% | -42.6% | +69.4% | +45.8% |
| 10Y | +256.9% | -38.9% | +295.8% | +281.3% |
| All | +1,092.6% | -22.0% | +1,114.6% | +905.6% |
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