+6.5%
CG vs AS
+133.7%
-127.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.8% |
| 7D | -1.5% | +7.1% | -8.6% | -3.5% |
| 30D | +2.8% | +12.8% | -10.0% | -1.0% |
| 3M | -19.2% | -14.7% | -4.5% | -15.5% |
| 6M | -21.0% | -9.9% | -11.0% | -19.0% |
| YTD | -31.0% | -16.1% | -14.8% | -28.1% |
| 1Y | -21.1% | +0.2% | -21.2% | -22.3% |
| All | +6.5% | +133.7% | -127.2% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling