-14.8%
AA vs CG
-22.2%
+7.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.3% |
| 7D | +0.9% | -1.2% | +2.1% | +1.6% |
| 30D | -6.7% | +5.0% | -11.7% | -9.6% |
| 3M | -16.3% | -18.2% | +1.9% | -7.4% |
| 6M | -37.1% | -20.7% | -16.4% | -29.7% |
| YTD | -25.0% | -31.4% | +6.4% | -10.4% |
| 1Y | +8.6% | -22.3% | +30.8% | +20.4% |
| 3Y | +57.2% | +50.2% | +7.1% | +10.7% |
| All | -14.8% | -22.2% | +7.4% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling