+219.8%
C vs BG
+5.5%
+214.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.2% |
| 7D | -0.9% | +7.4% | -8.3% | -1.7% |
| 30D | -5.4% | -1.5% | -3.9% | -5.3% |
| 3M | -9.2% | -6.1% | -3.1% | -8.7% |
| 6M | -1.8% | -18.0% | +16.2% | +0.3% |
| YTD | +6.7% | +15.6% | -9.0% | +1.6% |
| 1Y | +23.5% | +9.6% | +14.0% | +18.8% |
| 3Y | +219.8% | +6.3% | +213.5% | +220.8% |
| All | +219.8% | +5.5% | +214.3% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling