+74.9%
CB vs CG
+46.4%
+28.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +1.0% |
| 7D | +2.9% | +0.2% | +2.8% | +2.9% |
| 30D | +7.3% | +11.2% | -3.9% | +6.9% |
| 3M | +9.4% | -22.1% | +31.5% | +10.3% |
| 6M | +19.6% | -17.9% | +37.6% | +20.4% |
| YTD | +21.5% | -31.3% | +52.8% | +23.1% |
| 1Y | +28.0% | -24.0% | +52.0% | +28.9% |
| 3Y | +74.9% | +45.0% | +29.9% | +93.4% |
| All | +74.9% | +46.4% | +28.5% | +93.4% |
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