-25.6%
CG vs MULL
+3,061.6%
-3,087.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.8% | -13.4% | -2.2% |
| 7D | -4.3% | +17.3% | -21.6% | -5.0% |
| 30D | -5.1% | +23.5% | -28.6% | -6.2% |
| 3M | +8.7% | -24.0% | +32.7% | +7.4% |
| 6M | -9.2% | +276.7% | -286.0% | -21.1% |
| YTD | -18.9% | +565.1% | -583.9% | -33.5% |
| 1Y | -25.6% | +2,802.6% | -2,828.2% | -47.4% |
| All | -25.6% | +3,061.6% | -3,087.2% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling