+17.5%
CP vs GDDY
+30.8%
-13.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.3% |
| 7D | -2.6% | -3.2% | +0.6% | -2.4% |
| 30D | -3.7% | +6.8% | -10.5% | -4.4% |
| 3M | +0.1% | +30.5% | -30.3% | -2.7% |
| 6M | +7.8% | +13.3% | -5.5% | +5.8% |
| YTD | +21.7% | -21.0% | +42.7% | +25.4% |
| 1Y | +18.6% | -34.0% | +52.6% | +25.7% |
| 3Y | +17.5% | +33.1% | -15.5% | +6.2% |
| All | +17.5% | +30.8% | -13.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling