+165.5%
B vs CG
+46.4%
+119.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -3.3% | +11.2% | -14.5% | -5.6% |
| 3M | -7.8% | -22.1% | +14.3% | -2.9% |
| 6M | -15.5% | -17.9% | +2.4% | -12.4% |
| YTD | -12.3% | -31.3% | +19.0% | -6.3% |
| 1Y | +5.4% | -24.0% | +29.3% | +10.4% |
| 3Y | +165.5% | +45.0% | +120.6% | +98.0% |
| All | +165.5% | +46.4% | +119.1% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling