+223.6%
CP vs BG
+171.4%
+52.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | -2.7% | +3.7% | -6.4% | -3.7% |
| 30D | -3.4% | +12.3% | -15.7% | -6.6% |
| 3M | -0.6% | -2.2% | +1.6% | -0.5% |
| 6M | +6.3% | +5.3% | +1.0% | +3.8% |
| YTD | +21.2% | +42.4% | -21.2% | +8.4% |
| 1Y | +20.0% | +55.2% | -35.2% | +4.2% |
| 3Y | +18.7% | +21.0% | -2.2% | +9.0% |
| 5Y | +34.8% | +87.1% | -52.4% | +4.6% |
| All | +223.6% | +171.4% | +52.2% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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