+36.5%
CP vs BTG
+72.2%
-35.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.1% |
| 7D | +2.4% | +4.8% | -2.4% | +1.8% |
| 30D | -0.5% | +8.3% | -8.9% | -1.7% |
| 3M | +1.4% | +32.3% | -30.9% | -3.0% |
| 6M | +10.3% | +3.0% | +7.4% | +8.7% |
| YTD | +24.3% | +21.9% | +2.4% | +18.4% |
| 1Y | +20.4% | +28.2% | -7.7% | +12.9% |
| 3Y | +21.8% | +99.9% | -78.1% | +2.7% |
| All | +36.5% | +72.2% | -35.7% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling