-14.1%
CG vs S
+36.5%
-50.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.3% |
| 7D | +9.4% | -8.2% | +17.7% | +10.8% |
| 30D | +8.7% | -7.6% | +16.4% | +9.9% |
| 3M | -15.0% | +12.0% | -26.9% | -17.1% |
| 6M | -13.2% | +50.6% | -63.8% | -20.0% |
| YTD | -26.2% | +56.6% | -82.8% | -34.1% |
| 1Y | -14.1% | +39.2% | -53.3% | -22.7% |
| All | -14.1% | +36.5% | -50.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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