-20.5%
CG vs MULL
+1,303.2%
-1,323.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -4.0% |
| 7D | -1.5% | +43.3% | -44.8% | -5.2% |
| 30D | +5.7% | -37.4% | +43.1% | +8.7% |
| 3M | -17.9% | -36.8% | +19.0% | -16.4% |
| 6M | -20.2% | -36.9% | +16.7% | -25.4% |
| YTD | -32.0% | +250.7% | -282.7% | -54.7% |
| 1Y | -27.0% | +337.6% | -364.6% | -54.2% |
| All | -20.5% | +1,303.2% | -1,323.7% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling