+20.4%
CP vs CG
-26.2%
+46.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +2.4% | -1.3% | +3.7% | +2.7% |
| 30D | -0.5% | -3.2% | +2.6% | 0.0% |
| 3M | +1.4% | +6.2% | -4.8% | +0.2% |
| 6M | +10.3% | -4.7% | +15.0% | +10.7% |
| YTD | +24.3% | -20.6% | +44.9% | +28.8% |
| 1Y | +20.4% | -26.4% | +46.8% | +24.8% |
| All | +20.4% | -26.2% | +46.6% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling