+29.0%
ALL vs CG
-26.2%
+55.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.7% |
| 30D | -4.7% | -3.2% | -1.5% | -4.6% |
| 3M | +18.4% | +6.2% | +12.2% | +18.2% |
| 6M | +20.5% | -4.7% | +25.2% | +21.0% |
| YTD | +23.5% | -20.6% | +44.2% | +24.4% |
| 1Y | +29.0% | -26.4% | +55.3% | +31.0% |
| All | +29.0% | -26.2% | +55.2% | +31.0% |
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