-35.4%
CG vs BB
+104.0%
-139.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -9.9% | -0.4% | -9.5% | -9.8% |
| 30D | -11.7% | -12.5% | +0.9% | -10.4% |
| 3M | -4.3% | -17.4% | +13.2% | -3.9% |
| 6M | -8.8% | +119.1% | -127.9% | -25.6% |
| YTD | -26.9% | +102.4% | -129.2% | -39.5% |
| 1Y | -35.4% | +98.2% | -133.6% | -46.3% |
| All | -35.4% | +104.0% | -139.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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