+250.2%
GM vs CP
+757.2%
-507.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | +0.4% | +2.8% | -2.4% | -1.1% |
| 30D | +7.2% | +11.0% | -3.8% | +1.1% |
| 3M | +1.0% | +3.8% | -2.8% | -1.1% |
| 6M | +13.0% | +9.5% | +3.5% | +7.1% |
| YTD | +9.8% | +28.2% | -18.4% | -5.3% |
| 1Y | +25.9% | +33.0% | -7.0% | +6.3% |
| 3Y | +240.4% | +35.5% | +204.9% | +180.6% |
| 5Y | +56.1% | +25.8% | +30.3% | +32.8% |
| 10Y | +226.7% | +250.7% | -24.0% | +63.3% |
| All | +250.2% | +757.2% | -507.0% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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