+23.1%
C vs CG
-26.5%
+49.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.6% |
| 7D | +4.7% | -1.5% | +6.2% | +5.2% |
| 30D | +0.2% | +5.7% | -5.5% | -2.2% |
| 3M | -9.3% | -17.9% | +8.5% | -2.4% |
| 6M | -0.8% | -20.2% | +19.4% | +8.2% |
| YTD | +8.5% | -32.0% | +40.5% | +27.7% |
| 1Y | +23.1% | -27.0% | +50.1% | +38.0% |
| All | +23.1% | -26.5% | +49.6% | +38.0% |
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