+40.3%
B vs CG
+281.3%
-241.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +9.6% | -1.2% | +10.8% | +9.7% |
| 30D | +3.5% | +5.0% | -1.5% | +2.9% |
| 3M | -1.6% | -18.2% | +16.6% | +0.4% |
| 6M | -1.7% | -20.7% | +19.0% | +0.5% |
| YTD | -5.3% | -31.4% | +26.1% | -2.0% |
| 1Y | +27.2% | -22.3% | +49.5% | +30.1% |
| 3Y | +166.1% | +50.2% | +115.9% | +154.8% |
| 5Y | +136.5% | -22.1% | +158.5% | +132.7% |
| 10Y | +172.2% | +295.5% | -123.3% | +141.0% |
| All | +40.3% | +281.3% | -241.1% | +35.0% |
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 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