+50.2%
CG vs CAPR
+214.7%
-164.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -0.7% |
| 7D | -1.2% | +41.1% | -42.3% | -1.7% |
| 30D | +5.0% | +11.1% | -6.1% | +4.8% |
| 3M | -18.2% | +115.3% | -133.5% | -19.3% |
| 6M | -20.7% | -73.8% | +53.1% | -20.0% |
| YTD | -31.4% | -68.8% | +37.4% | -31.1% |
| 1Y | -22.3% | +43.3% | -65.6% | -26.3% |
| 3Y | +50.2% | +214.7% | -164.5% | +24.3% |
| All | +50.2% | +214.7% | -164.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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