+172.3%
CP vs GDDY
+368.0%
-195.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | +0.6% | -8.1% | +8.7% | +2.3% |
| 30D | -0.5% | +2.3% | -2.8% | -1.3% |
| 3M | +0.1% | +14.7% | -14.7% | -4.0% |
| 6M | +7.8% | +2.1% | +5.7% | +5.4% |
| YTD | +22.9% | -24.6% | +47.4% | +27.8% |
| 1Y | +21.3% | -37.1% | +58.4% | +31.5% |
| 3Y | +20.4% | +25.5% | -5.1% | +7.9% |
| 5Y | +34.9% | +24.2% | +10.7% | +19.0% |
| 10Y | +233.3% | +191.6% | +41.8% | +147.3% |
| All | +172.3% | +368.0% | -195.7% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling