+340.4%
CG vs ET
+489.8%
-149.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -3.2% | +6.9% | -10.0% | -5.1% |
| 3M | +6.2% | +13.1% | -6.9% | +2.2% |
| 6M | -4.7% | +18.7% | -23.4% | -9.8% |
| YTD | -20.6% | +37.4% | -58.1% | -28.2% |
| 1Y | -26.4% | +34.8% | -61.2% | -33.1% |
| 3Y | +55.4% | +96.8% | -41.4% | +28.1% |
| 5Y | +9.8% | +238.2% | -228.4% | -21.6% |
| 10Y | +341.4% | +159.4% | +181.9% | +207.5% |
| All | +340.4% | +489.8% | -149.5% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling