-25.6%
CG vs FND
-36.4%
+10.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.1% |
| 7D | -4.3% | -5.2% | +0.9% | -2.9% |
| 30D | -5.1% | -19.9% | +14.8% | +1.0% |
| 3M | +8.7% | +2.7% | +6.0% | +6.1% |
| 6M | -9.2% | -21.7% | +12.4% | -1.2% |
| YTD | -18.9% | -17.5% | -1.4% | -14.0% |
| 1Y | -25.6% | -39.3% | +13.7% | -14.3% |
| All | -25.6% | -36.4% | +10.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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