+31.2%
ALL vs CG
-21.8%
+53.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -1.9% | -1.2% | -0.8% | -1.9% |
| 30D | +13.8% | +5.0% | +8.8% | +13.7% |
| 3M | -7.0% | -18.2% | +11.2% | -7.2% |
| 6M | +18.0% | -20.7% | +38.7% | +18.7% |
| YTD | +24.2% | -31.4% | +55.6% | +23.9% |
| 1Y | +31.2% | -22.3% | +53.4% | +28.7% |
| All | +31.2% | -21.8% | +53.0% | +28.7% |
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