+11.2%
AR vs CG
-19.2%
+30.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.0% | -0.7% | +5.0% |
| 7D | -5.8% | +2.0% | -7.7% | -5.4% |
| 30D | +4.8% | +8.5% | -3.7% | +6.3% |
| 3M | +1.5% | -12.1% | +13.6% | -0.6% |
| 6M | +4.7% | -16.4% | +21.1% | +1.9% |
| YTD | +9.2% | -28.0% | +37.2% | +3.0% |
| 1Y | +11.2% | -18.9% | +30.1% | -4.5% |
| All | +11.2% | -19.2% | +30.3% | -4.5% |
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 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