+61.0%
AA vs CG
-24.3%
+85.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -0.7% | -4.3% | +3.6% | +0.5% |
| 30D | +5.0% | -5.1% | +10.1% | +6.4% |
| 3M | -35.8% | +8.7% | -44.5% | -37.7% |
| 6M | -18.4% | -9.2% | -9.2% | -16.0% |
| YTD | -5.5% | -18.9% | +13.4% | +1.4% |
| 1Y | +61.0% | -25.6% | +86.6% | +70.4% |
| All | +61.0% | -24.3% | +85.2% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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