-14.1%
CG vs ET
+24.7%
-38.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +3.8% |
| 7D | +9.4% | -6.0% | +15.5% | +8.2% |
| 30D | +8.7% | -6.1% | +14.8% | +7.7% |
| 3M | -15.0% | -2.7% | -12.3% | -15.4% |
| 6M | -13.2% | +0.2% | -13.4% | -13.3% |
| YTD | -26.2% | +24.3% | -50.5% | -22.3% |
| 1Y | -14.1% | +26.4% | -40.5% | -10.3% |
| All | -14.1% | +24.7% | -38.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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