+13.7%
AR vs CG
-14.1%
+27.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.5% | -10.8% | -5.4% |
| 7D | -11.1% | +9.4% | -20.6% | -9.6% |
| 30D | +7.9% | +8.7% | -0.8% | +9.6% |
| 3M | +4.9% | -15.0% | +19.9% | +2.2% |
| 6M | -5.3% | -13.2% | +7.9% | -7.1% |
| YTD | +8.6% | -26.2% | +34.8% | +3.1% |
| 1Y | +13.7% | -14.1% | +27.8% | -4.8% |
| All | +13.7% | -14.1% | +27.7% | -4.8% |
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