+119.1%
ALL vs CG
+46.4%
+72.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.3% |
| 3M | +3.2% | -22.1% | +25.3% | +5.1% |
| 6M | +25.3% | -17.9% | +43.3% | +27.1% |
| YTD | +30.5% | -31.3% | +61.8% | +34.1% |
| 1Y | +29.2% | -24.0% | +53.2% | +31.2% |
| 3Y | +119.1% | +45.0% | +74.1% | +129.9% |
| All | +119.1% | +46.4% | +72.7% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling