+7,539.9%
CP vs WY
+688.1%
+6,851.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -2.7% | -1.7% | -1.0% | -2.0% |
| 30D | +0.2% | -10.1% | +10.3% | +4.1% |
| 3M | +2.6% | -5.1% | +7.7% | +4.2% |
| 6M | +6.0% | -4.8% | +10.7% | +7.4% |
| YTD | +24.9% | -0.2% | +25.2% | +24.1% |
| 1Y | +20.1% | -6.6% | +26.7% | +22.0% |
| 3Y | +16.4% | -22.7% | +39.1% | +25.1% |
| 5Y | +31.7% | -22.2% | +54.0% | +39.2% |
| 10Y | +223.9% | +7.3% | +216.6% | +182.1% |
| All | +7,539.9% | +688.1% | +6,851.8% | +3,376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling