+753.1%
CP vs BTG
+392.0%
+361.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | +0.2% | +36.8% | -36.7% | -2.4% |
| 3M | +2.6% | +23.1% | -20.5% | +0.6% |
| 6M | +6.0% | +3.5% | +2.5% | +5.0% |
| YTD | +24.9% | +25.5% | -0.6% | +21.6% |
| 1Y | +20.1% | +40.1% | -20.0% | +15.6% |
| 3Y | +16.4% | +101.1% | -84.7% | +7.9% |
| 5Y | +31.7% | +70.6% | -38.9% | +22.6% |
| 10Y | +223.9% | +152.1% | +71.7% | +184.3% |
| All | +753.1% | +392.0% | +361.1% | +440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling