+208.1%
C vs CG
+47.3%
+160.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.4% | -1.2% | -1.2% | -1.9% |
| 30D | -6.0% | +5.0% | -11.0% | -8.2% |
| 3M | -10.5% | -18.2% | +7.7% | -2.5% |
| 6M | -5.7% | -20.7% | +15.0% | +3.7% |
| YTD | +4.1% | -31.4% | +35.6% | +22.2% |
| 1Y | +20.5% | -22.3% | +42.7% | +32.8% |
| 3Y | +208.1% | +50.2% | +157.9% | +165.5% |
| All | +208.1% | +47.3% | +160.8% | +165.5% |
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