+29.2%
CB vs CG
-19.2%
+48.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.6% |
| 7D | +0.7% | +2.0% | -1.3% | +0.7% |
| 30D | +8.2% | +8.5% | -0.4% | +8.2% |
| 3M | +6.3% | -12.1% | +18.4% | +5.8% |
| 6M | +16.2% | -16.4% | +32.6% | +16.1% |
| YTD | +19.3% | -28.0% | +47.3% | +19.1% |
| 1Y | +29.2% | -18.9% | +48.1% | +28.3% |
| All | +29.2% | -19.2% | +48.4% | +28.3% |
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 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