-17.7%
CG vs S
+38.4%
-56.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +8.0% | -1.5% | +5.1% |
| 7D | +3.0% | +1.6% | +1.5% | +2.7% |
| 30D | +10.1% | -10.5% | +20.6% | +11.8% |
| 3M | -10.8% | +9.9% | -20.7% | -12.8% |
| 6M | -15.2% | +41.8% | -57.0% | -21.0% |
| YTD | -26.9% | +56.8% | -83.7% | -34.9% |
| All | -17.7% | +38.4% | -56.1% | -25.9% |
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