+11.8%
CG vs A
-12.8%
+24.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -4.3% | -1.9% | -2.4% | -3.2% |
| 30D | -5.1% | +6.9% | -12.0% | -8.9% |
| 3M | +8.7% | +9.2% | -0.6% | +2.6% |
| 6M | -9.2% | +25.7% | -34.9% | -22.4% |
| YTD | -18.9% | +11.5% | -30.4% | -25.3% |
| 1Y | -25.6% | +18.4% | -44.0% | -34.8% |
| 3Y | +57.3% | +26.6% | +30.7% | +26.5% |
| All | +11.8% | -12.8% | +24.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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