-19.4%
CG vs INFQ
-9.1%
-10.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.2% |
| 7D | -9.8% | +2.4% | -12.2% | -10.0% |
| 30D | -10.3% | +9.6% | -19.9% | -11.1% |
| 3M | -1.7% | -4.6% | +2.9% | -2.4% |
| 6M | -9.8% | +6.7% | -16.5% | -11.5% |
| All | -19.4% | -9.1% | -10.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 3y: compounded portfolio wealth divided by compounded INFQ 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…
3y analysis · Full analysis span regression · 6 months rolling