+34.3%
CP vs CG
+10.1%
+24.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.8% |
| 7D | -2.7% | -4.3% | +1.6% | -1.5% |
| 30D | +0.2% | -5.1% | +5.2% | +1.5% |
| 3M | +2.6% | +8.7% | -6.1% | -0.1% |
| 6M | +6.0% | -9.2% | +15.2% | +8.0% |
| YTD | +24.9% | -18.9% | +43.8% | +30.6% |
| 1Y | +20.1% | -25.6% | +45.7% | +28.1% |
| 3Y | +16.4% | +57.3% | -40.9% | -3.3% |
| All | +34.3% | +10.1% | +24.2% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling