+2,544.3%
CP vs IAG
+377.5%
+2,166.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -2.7% | -0.5% | -2.1% | -2.6% |
| 30D | +0.2% | +28.9% | -28.7% | -2.5% |
| 3M | +2.6% | +19.1% | -16.6% | +0.3% |
| 6M | +6.0% | -10.3% | +16.2% | +6.1% |
| YTD | +24.9% | +24.2% | +0.7% | +20.5% |
| 1Y | +20.1% | +116.5% | -96.4% | +9.1% |
| 3Y | +16.4% | +742.8% | -726.4% | -10.6% |
| 5Y | +31.7% | +753.3% | -721.6% | -2.8% |
| 10Y | +223.9% | +403.2% | -179.3% | +131.5% |
| All | +2,544.3% | +377.5% | +2,166.8% | +1,332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling