+6.6%
AR vs CG
-23.0%
+29.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.9% |
| 7D | -14.3% | -1.2% | -13.1% | -14.3% |
| 30D | +1.4% | +5.0% | -3.6% | +2.4% |
| 3M | +3.4% | -18.2% | +21.6% | +0.2% |
| 6M | -2.1% | -20.7% | +18.7% | -5.4% |
| YTD | +4.7% | -31.4% | +36.1% | -1.9% |
| All | +6.6% | -23.0% | +29.6% | -9.1% |
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