+281.1%
CG vs ET
+441.7%
-160.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +0.2% | +2.5% | -2.4% | -0.6% |
| 30D | +11.2% | -2.5% | +13.6% | +11.8% |
| 3M | -22.1% | -4.9% | -17.2% | -21.1% |
| 6M | -17.9% | -0.1% | -17.8% | -18.3% |
| YTD | -31.3% | +26.2% | -57.5% | -36.4% |
| 1Y | -24.0% | +25.2% | -49.1% | -29.5% |
| 3Y | +45.0% | +84.2% | -39.2% | +21.7% |
| 5Y | -22.6% | +216.1% | -238.7% | -43.6% |
| 10Y | +282.1% | +160.7% | +121.5% | +168.8% |
| All | +281.1% | +441.7% | -160.5% | +119.4% |
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