-24.0%
CG vs MULL
+322.2%
-346.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.3% |
| 7D | +0.2% | +24.5% | -24.4% | -0.9% |
| 30D | +11.2% | -35.5% | +46.7% | +12.2% |
| 3M | -22.1% | -44.8% | +22.7% | -21.1% |
| 6M | -17.9% | -45.5% | +27.5% | -19.7% |
| YTD | -31.3% | +232.5% | -263.8% | -42.2% |
| 1Y | -24.0% | +343.3% | -367.2% | -38.2% |
| All | -24.0% | +322.2% | -346.1% | -38.2% |
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