+157.6%
B vs CG
+10.1%
+147.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -1.6% | -4.3% | +2.7% | -0.9% |
| 30D | +9.4% | -5.1% | +14.5% | +10.3% |
| 3M | +5.0% | +8.7% | -3.7% | +3.4% |
| 6M | -3.5% | -9.2% | +5.7% | -2.5% |
| YTD | +4.5% | -18.9% | +23.3% | +7.1% |
| 1Y | +67.8% | -25.6% | +93.4% | +73.7% |
| 3Y | +196.7% | +57.3% | +139.4% | +173.2% |
| All | +157.6% | +10.1% | +147.5% | +134.8% |
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