+29.2%
ALL vs CG
-25.8%
+55.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.3% |
| 7D | +5.0% | +0.2% | +4.9% | +5.0% |
| 30D | +13.3% | +11.2% | +2.1% | +13.2% |
| 3M | +3.2% | -22.1% | +25.3% | +2.7% |
| 6M | +25.3% | -17.9% | +43.3% | +25.7% |
| YTD | +30.5% | -31.3% | +61.8% | +29.6% |
| 1Y | +29.2% | -24.0% | +53.2% | +26.7% |
| All | +29.2% | -25.8% | +55.0% | +26.7% |
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