+49.9%
CG vs M
+159.6%
-109.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -3.8% | -3.3% | -0.5% | -2.8% |
| 30D | +7.5% | +8.1% | -0.6% | +5.1% |
| 3M | -14.4% | +2.2% | -16.6% | -15.1% |
| 6M | -15.7% | +35.1% | -50.8% | -23.6% |
| YTD | -29.0% | +15.8% | -44.8% | -32.9% |
| 1Y | -22.1% | +25.8% | -47.9% | -28.4% |
| All | +49.9% | +159.6% | -109.7% | +19.4% |
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