+265.0%
C vs CG
+58.1%
+206.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | +3.6% | -4.3% | +7.9% | +5.7% |
| 30D | +0.1% | -5.1% | +5.1% | +2.2% |
| 3M | +2.4% | +8.7% | -6.3% | -2.4% |
| 6M | +24.9% | -9.2% | +34.2% | +29.3% |
| YTD | +19.8% | -18.9% | +38.7% | +30.4% |
| 1Y | +44.9% | -25.6% | +70.5% | +63.6% |
| All | +265.0% | +58.1% | +206.9% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling