+225.0%
CP vs WY
+7.6%
+217.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.6% | -4.2% | +1.6% | -0.9% |
| 30D | -3.7% | -10.1% | +6.4% | +0.4% |
| 3M | +0.1% | -8.5% | +8.6% | +3.4% |
| 6M | +7.8% | -3.3% | +11.2% | +8.8% |
| YTD | +21.7% | -4.4% | +26.1% | +22.9% |
| 1Y | +18.6% | -11.5% | +30.1% | +23.3% |
| 3Y | +17.5% | -24.3% | +41.9% | +28.0% |
| 5Y | +35.4% | -21.3% | +56.7% | +42.6% |
| All | +225.0% | +7.6% | +217.5% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling