+147.2%
AR vs CG
+10.1%
+137.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +2.5% | -4.3% | +6.8% | +3.9% |
| 30D | +14.8% | -5.1% | +19.9% | +16.3% |
| 3M | +6.2% | +8.7% | -2.4% | +2.3% |
| 6M | +4.3% | -9.2% | +13.5% | +5.9% |
| YTD | +14.4% | -18.9% | +33.2% | +19.4% |
| 1Y | +21.3% | -25.6% | +47.0% | +30.2% |
| 3Y | +39.8% | +57.3% | -17.5% | +5.0% |
| All | +147.2% | +10.1% | +137.1% | +102.0% |
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