+54.7%
B vs CG
+351.2%
-296.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -1.6% | -4.3% | +2.7% | -1.1% |
| 30D | +9.4% | -5.1% | +14.5% | +10.0% |
| 3M | +5.0% | +8.7% | -3.7% | +4.0% |
| 6M | -3.5% | -9.2% | +5.7% | -2.8% |
| YTD | +4.5% | -18.9% | +23.3% | +6.3% |
| 1Y | +67.8% | -25.6% | +93.4% | +71.9% |
| 3Y | +196.7% | +57.3% | +139.4% | +181.7% |
| 5Y | +151.9% | +10.2% | +141.8% | +140.9% |
| 10Y | +202.2% | +364.2% | -162.1% | +163.0% |
| All | +54.7% | +351.2% | -296.4% | +46.4% |
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