+45.1%
CG vs ACI
-33.9%
+79.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | +5.0% | +10.3% | -5.3% | +4.6% |
| 3M | -18.2% | +7.2% | -25.4% | -18.4% |
| 6M | -20.7% | -18.0% | -2.7% | -20.2% |
| YTD | -31.4% | -22.0% | -9.4% | -30.9% |
| 1Y | -22.3% | -23.4% | +1.1% | -21.5% |
| All | +45.1% | -33.9% | +79.0% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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