+350.2%
CG vs A
+452.2%
-102.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | +8.7% | +9.2% | -0.6% | +2.8% |
| 6M | -9.2% | +25.7% | -34.9% | -21.9% |
| YTD | -18.9% | +11.5% | -30.4% | -25.3% |
| 1Y | -25.6% | +18.4% | -44.0% | -34.5% |
| 3Y | +57.3% | +26.6% | +30.7% | +30.3% |
| 5Y | +10.2% | -12.8% | +23.0% | +11.6% |
| 10Y | +364.2% | +247.2% | +117.0% | +130.0% |
| All | +350.2% | +452.2% | -102.0% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling