-21.5%
CG vs MTB
+61.4%
-82.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +0.2% | +1.5% | -1.4% | -0.8% |
| 30D | +11.2% | +2.3% | +8.8% | +9.6% |
| 3M | -22.1% | -12.1% | -10.0% | -14.4% |
| 6M | -17.9% | +9.8% | -27.7% | -23.3% |
| YTD | -31.3% | +12.0% | -43.3% | -36.7% |
| 1Y | -24.0% | +22.0% | -46.0% | -34.0% |
| 3Y | +45.0% | +107.6% | -62.6% | -7.5% |
| All | -21.5% | +61.4% | -82.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling