+934.2%
ALL vs CG
+351.2%
+583.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | 0.0% | -4.3% | +4.3% | +0.9% |
| 30D | -1.5% | -5.1% | +3.6% | -0.6% |
| 3M | +23.6% | +8.7% | +15.0% | +21.0% |
| 6M | +22.3% | -9.2% | +31.6% | +23.9% |
| YTD | +26.5% | -18.9% | +45.4% | +30.4% |
| 1Y | +27.0% | -25.6% | +52.6% | +32.9% |
| 3Y | +149.6% | +57.3% | +92.3% | +113.1% |
| 5Y | +118.1% | +10.2% | +107.9% | +95.2% |
| 10Y | +369.0% | +364.2% | +4.8% | +197.3% |
| All | +934.2% | +351.2% | +583.0% | +550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling