+113.6%
C vs CG
-23.0%
+136.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.5% |
| 7D | +4.2% | +0.2% | +4.0% | +3.9% |
| 30D | +2.0% | +11.2% | -9.2% | -2.9% |
| 3M | -10.1% | -22.1% | +12.0% | -0.5% |
| 6M | +1.0% | -17.9% | +18.9% | +8.6% |
| YTD | +8.5% | -31.3% | +39.8% | +25.3% |
| 1Y | +25.7% | -24.0% | +49.7% | +38.8% |
| 3Y | +216.0% | +45.0% | +171.0% | +162.4% |
| All | +113.6% | -23.0% | +136.6% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling