+350.2%
CG vs M
-2.6%
+352.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | -4.3% | +4.7% | -9.0% | -5.4% |
| 30D | -5.1% | -9.6% | +4.6% | -2.7% |
| 3M | +8.7% | +0.9% | +7.8% | +8.0% |
| 6M | -9.2% | +22.3% | -31.5% | -14.3% |
| YTD | -18.9% | +6.5% | -25.4% | -20.9% |
| 1Y | -25.6% | +38.8% | -64.4% | -32.4% |
| 3Y | +57.3% | +115.9% | -58.6% | +23.1% |
| 5Y | +10.2% | +28.6% | -18.5% | -6.8% |
| 10Y | +364.2% | -2.5% | +366.8% | +226.8% |
| All | +350.2% | -2.6% | +352.8% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling