+33.0%
CP vs CG
-19.2%
+52.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | 0.0% |
| 7D | +2.8% | +2.0% | +0.9% | +2.3% |
| 30D | +11.0% | +8.5% | +2.5% | +9.2% |
| 3M | +3.8% | -12.1% | +16.0% | +6.1% |
| 6M | +9.5% | -16.4% | +25.9% | +12.7% |
| YTD | +28.2% | -28.0% | +56.2% | +34.9% |
| 1Y | +33.0% | -18.9% | +51.8% | +33.7% |
| All | +33.0% | -19.2% | +52.1% | +33.7% |
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