+31.5%
CP vs WY
-21.5%
+53.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +2.4% | -2.1% | +4.5% | +3.2% |
| 30D | -0.5% | -10.5% | +9.9% | +3.8% |
| 3M | +1.4% | -4.9% | +6.3% | +3.0% |
| 6M | +10.3% | -4.9% | +15.2% | +11.9% |
| YTD | +24.3% | -1.7% | +26.0% | +24.1% |
| 1Y | +20.4% | -9.4% | +29.8% | +24.0% |
| 3Y | +21.8% | -22.3% | +44.1% | +31.0% |
| 5Y | +31.5% | -20.5% | +52.0% | +41.6% |
| All | +31.5% | -21.5% | +53.0% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling