+3,349.3%
CP vs BG
+937.2%
+2,412.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.9% | +1.5% | -0.6% | +0.4% |
| 30D | +10.3% | -7.0% | +17.4% | +12.8% |
| 3M | +2.3% | -10.0% | +12.3% | +5.2% |
| 6M | +10.7% | -19.8% | +30.5% | +17.4% |
| YTD | +29.3% | +14.3% | +15.0% | +22.0% |
| 1Y | +31.5% | +6.5% | +25.0% | +26.7% |
| 3Y | +36.7% | +4.4% | +32.4% | +29.6% |
| 5Y | +26.8% | +20.2% | +6.6% | +11.7% |
| 10Y | +260.1% | +108.5% | +151.6% | +147.9% |
| All | +3,349.3% | +937.2% | +2,412.1% | +1,747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling