+33.0%
CP vs IAG
+42.2%
-9.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | +0.2% |
| 7D | +2.8% | +16.8% | -14.0% | +1.7% |
| 30D | +11.0% | -1.5% | +12.5% | +10.9% |
| 3M | +3.8% | +0.5% | +3.4% | +3.6% |
| 6M | +9.5% | -1.0% | +10.4% | +9.3% |
| YTD | +28.2% | +12.3% | +15.9% | +27.1% |
| 1Y | +33.0% | +39.2% | -6.3% | +27.4% |
| All | +33.0% | +42.2% | -9.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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