-15.8%
CG vs MULL
+1,070.1%
-1,085.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | +2.0% | -32.2% | +34.2% | +5.0% |
| 30D | +8.5% | -55.4% | +63.9% | +15.7% |
| 3M | -12.1% | -41.3% | +29.1% | -9.8% |
| 6M | -16.4% | -44.9% | +28.5% | -21.0% |
| YTD | -28.0% | +192.4% | -220.4% | -51.0% |
| 1Y | -18.9% | +239.4% | -258.3% | -47.4% |
| All | -15.8% | +1,070.1% | -1,085.8% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling