+260.5%
CP vs CG
+278.5%
-18.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +2.1% | +0.2% | +2.0% | +2.0% |
| 30D | +9.3% | +11.2% | -1.9% | +5.3% |
| 3M | +0.5% | -22.1% | +22.6% | +8.4% |
| 6M | +10.4% | -17.9% | +28.3% | +16.5% |
| YTD | +28.7% | -31.3% | +60.0% | +42.5% |
| 1Y | +33.2% | -24.0% | +57.1% | +42.3% |
| 3Y | +38.4% | +45.0% | -6.5% | +12.6% |
| 5Y | +26.2% | -22.6% | +48.8% | +23.7% |
| All | +260.5% | +278.5% | -18.0% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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