+262.2%
CP vs BTG
+167.5%
+94.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.3% |
| 7D | +0.9% | -5.9% | +6.8% | +1.4% |
| 30D | +10.3% | -5.0% | +15.3% | +10.7% |
| 3M | +2.3% | -4.5% | +6.7% | +2.4% |
| 6M | +10.7% | -7.0% | +17.7% | +10.7% |
| YTD | +29.3% | +11.4% | +18.0% | +26.0% |
| 1Y | +31.5% | +20.1% | +11.3% | +27.0% |
| 3Y | +36.7% | +81.5% | -44.8% | +24.7% |
| 5Y | +26.8% | +32.1% | -5.4% | +17.2% |
| All | +262.2% | +167.5% | +94.7% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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