+61.5%
CF vs CG
+47.3%
+14.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -3.2% | -1.2% | -2.0% | -3.2% |
| 30D | +4.3% | +5.0% | -0.7% | +4.2% |
| 3M | +2.8% | -18.2% | +21.0% | +3.0% |
| 6M | +0.6% | -20.7% | +21.3% | +1.0% |
| YTD | +56.6% | -31.4% | +88.1% | +59.7% |
| 1Y | +49.6% | -22.3% | +71.9% | +49.7% |
| 3Y | +61.5% | +50.2% | +11.3% | +40.9% |
| All | +61.5% | +47.3% | +14.2% | +40.9% |
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