+145.0%
ALL vs CG
-22.2%
+167.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -1.9% | -1.2% | -0.8% | -1.8% |
| 30D | +13.8% | +5.0% | +8.8% | +13.0% |
| 3M | -7.0% | -18.2% | +11.2% | -4.7% |
| 6M | +18.0% | -20.7% | +38.7% | +21.2% |
| YTD | +24.2% | -31.4% | +55.6% | +29.5% |
| 1Y | +31.2% | -22.3% | +53.4% | +34.1% |
| 3Y | +107.5% | +50.2% | +57.4% | +85.2% |
| All | +145.0% | -22.2% | +167.2% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling