+225.0%
CP vs BTG
+159.3%
+65.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -2.6% | -3.8% | +1.2% | -2.2% |
| 30D | -3.7% | +3.6% | -7.4% | -4.1% |
| 3M | +0.1% | +32.0% | -31.9% | -2.8% |
| 6M | +7.8% | +3.4% | +4.5% | +6.7% |
| YTD | +21.7% | +20.8% | +0.9% | +18.1% |
| 1Y | +18.6% | +22.4% | -3.8% | +14.5% |
| 3Y | +17.5% | +91.7% | -74.2% | +7.1% |
| 5Y | +35.4% | +79.0% | -43.6% | +23.0% |
| All | +225.0% | +159.3% | +65.7% | +190.4% |
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