+102.9%
AA vs CG
+306.4%
-203.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.6% | -0.8% | +2.3% |
| 7D | +4.8% | +3.0% | +1.8% | +3.2% |
| 30D | -0.6% | +10.1% | -10.8% | -6.0% |
| 3M | -16.3% | -10.8% | -5.4% | -11.8% |
| 6M | -33.4% | -15.2% | -18.2% | -28.5% |
| YTD | -20.7% | -26.9% | +6.2% | -9.4% |
| 1Y | +12.9% | -17.0% | +30.0% | +20.5% |
| 3Y | +75.7% | +54.6% | +21.1% | +29.4% |
| 5Y | -6.8% | -16.7% | +9.9% | -8.9% |
| 10Y | +53.6% | +320.1% | -266.5% | -28.5% |
| All | +102.9% | +306.4% | -203.5% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling