+59.4%
BE vs CG
-26.5%
+85.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -0.7% |
| 7D | +20.5% | -1.5% | +22.0% | +21.9% |
| 30D | -23.4% | +5.7% | -29.0% | -25.7% |
| 3M | -14.9% | -17.9% | +3.0% | -2.9% |
| 6M | -28.1% | -20.2% | -7.9% | -16.0% |
| YTD | +132.4% | -32.0% | +164.4% | +180.2% |
| 1Y | +59.4% | -27.0% | +86.4% | +71.0% |
| All | +59.4% | -26.5% | +85.8% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling