+45.9%
BE vs CG
-18.8%
+64.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -3.4% |
| 7D | -13.4% | +2.0% | -15.3% | -13.9% |
| 30D | -33.9% | +8.5% | -42.4% | -37.0% |
| 3M | -12.0% | -12.1% | +0.2% | -4.1% |
| 6M | -29.0% | -16.4% | -12.5% | -19.7% |
| YTD | +113.4% | -28.0% | +141.4% | +147.3% |
| All | +45.9% | -18.8% | +64.7% | +46.0% |
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