-24.2%
AR vs CG
+244.0%
-268.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +2.5% | -4.3% | +6.8% | +4.1% |
| 30D | +14.8% | -5.1% | +19.9% | +16.6% |
| 3M | +6.2% | +8.7% | -2.4% | +1.8% |
| 6M | +4.3% | -9.2% | +13.5% | +5.8% |
| YTD | +14.4% | -18.9% | +33.2% | +19.5% |
| 1Y | +21.3% | -25.6% | +47.0% | +30.3% |
| 3Y | +39.8% | +57.3% | -17.5% | +5.9% |
| 5Y | +142.1% | +10.2% | +131.9% | +103.1% |
| 10Y | +52.0% | +364.2% | -312.2% | -27.3% |
| All | -24.2% | +244.0% | -268.2% | -61.3% |
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