+7,807.4%
CP vs WY
+600.5%
+7,206.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +0.9% | -5.4% | +6.3% | +3.0% |
| 30D | +10.3% | +7.9% | +2.5% | +7.1% |
| 3M | +2.3% | -16.6% | +18.9% | +9.1% |
| 6M | +10.7% | -11.2% | +21.9% | +15.0% |
| YTD | +29.3% | -11.3% | +40.6% | +33.9% |
| 1Y | +31.5% | -5.5% | +37.0% | +32.9% |
| 3Y | +36.7% | -25.4% | +62.1% | +48.6% |
| 5Y | +26.8% | -32.4% | +59.2% | +41.2% |
| 10Y | +260.1% | +3.8% | +256.3% | +217.5% |
| All | +7,807.4% | +600.5% | +7,206.9% | +3,650.8% |
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