+7,759.7%
CP vs WY
+623.4%
+7,136.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +2.8% | -0.8% | +3.5% | +3.0% |
| 30D | +11.3% | +10.6% | +0.7% | +7.1% |
| 3M | +2.9% | -16.6% | +19.5% | +9.8% |
| 6M | +9.8% | -8.6% | +18.4% | +12.8% |
| YTD | +28.5% | -8.4% | +37.0% | +31.6% |
| 1Y | +33.5% | -5.1% | +38.6% | +34.7% |
| 3Y | +31.9% | -21.9% | +53.9% | +41.0% |
| 5Y | +25.5% | -31.3% | +56.8% | +39.0% |
| 10Y | +257.6% | +3.6% | +254.0% | +215.4% |
| All | +7,759.7% | +623.4% | +7,136.3% | +3,584.1% |
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