-21.9%
CG vs EAT
+375.3%
-397.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.3% |
| 7D | -1.2% | -2.6% | +1.4% | -0.3% |
| 30D | +5.0% | +11.5% | -6.4% | +0.8% |
| 3M | -18.2% | -9.1% | -9.1% | -16.6% |
| 6M | -20.7% | +40.4% | -61.1% | -31.5% |
| YTD | -31.4% | +43.9% | -75.4% | -42.0% |
| 1Y | -22.3% | +101.9% | -124.2% | -42.7% |
| 3Y | +50.2% | +489.9% | -439.7% | -31.1% |
| All | -21.9% | +375.3% | -397.2% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling