+45.0%
CG vs BR
+14.9%
+30.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | +11.2% | +14.4% | -3.2% | +3.7% |
| 3M | -22.1% | +12.4% | -34.5% | -26.8% |
| 6M | -17.9% | +35.4% | -53.4% | -30.7% |
| YTD | -31.3% | -12.2% | -19.1% | -24.0% |
| 1Y | -24.0% | -12.7% | -11.2% | -15.5% |
| 3Y | +45.0% | +14.3% | +30.7% | +36.8% |
| All | +45.0% | +14.9% | +30.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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