-22.1%
CG vs AS
+2.8%
-24.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.5% |
| 7D | -3.8% | -3.0% | -0.8% | -2.7% |
| 30D | +7.5% | +9.6% | -2.0% | +4.5% |
| 3M | -14.4% | -8.2% | -6.2% | -12.0% |
| 6M | -15.7% | -9.9% | -5.7% | -13.4% |
| YTD | -29.0% | -16.8% | -12.2% | -25.5% |
| 1Y | -22.1% | +3.0% | -25.1% | -20.6% |
| All | -22.1% | +2.8% | -24.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling