+21.8%
CP vs BG
+20.0%
+1.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.2% |
| 7D | +2.4% | +2.4% | +0.1% | +2.0% |
| 30D | -0.5% | +15.0% | -15.6% | -2.9% |
| 3M | +1.4% | -0.7% | +2.1% | +1.3% |
| 6M | +10.3% | +7.5% | +2.8% | +8.2% |
| YTD | +24.3% | +41.6% | -17.3% | +15.6% |
| 1Y | +20.4% | +50.7% | -30.2% | +10.4% |
| 3Y | +21.8% | +20.3% | +1.5% | +15.9% |
| All | +21.8% | +20.0% | +1.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling