+57.1%
CG vs M
+117.7%
-60.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.4% |
| 7D | -4.3% | +4.7% | -9.0% | -5.6% |
| 30D | -5.1% | -9.6% | +4.6% | -2.3% |
| 3M | +8.7% | +0.9% | +7.8% | +7.9% |
| 6M | -9.2% | +22.3% | -31.5% | -15.3% |
| YTD | -18.9% | +6.5% | -25.4% | -21.3% |
| 1Y | -25.6% | +38.8% | -64.4% | -33.6% |
| All | +57.1% | +117.7% | -60.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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