+25.2%
CG vs AS
+120.4%
-95.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.7% |
| 7D | -4.3% | -4.9% | +0.6% | -2.9% |
| 30D | -5.1% | -19.6% | +14.5% | +1.2% |
| 3M | +8.7% | -14.4% | +23.1% | +13.4% |
| 6M | -9.2% | -20.1% | +10.9% | -3.7% |
| YTD | -18.9% | -20.9% | +2.1% | -13.8% |
| 1Y | -25.6% | -21.9% | -3.8% | -21.1% |
| All | +25.2% | +120.4% | -95.1% | +10.1% |
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