-28.7%
CG vs S
+5.0%
-33.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -6.4% | -1.2% | -5.2% | -6.2% |
| 30D | -7.1% | -12.6% | +5.5% | -4.8% |
| 3M | -1.6% | +27.6% | -29.1% | -5.8% |
| 6M | -8.3% | +35.5% | -43.8% | -14.6% |
| YTD | -23.8% | +29.6% | -53.4% | -29.2% |
| 1Y | -28.7% | +8.1% | -36.9% | -31.0% |
| All | -28.7% | +5.0% | -33.8% | -31.0% |
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