+50.2%
CG vs S
+34.5%
+15.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -1.2% | -13.4% | +12.2% | +2.5% |
| 30D | +5.0% | -14.0% | +19.0% | +8.8% |
| 3M | -18.2% | +4.9% | -23.1% | -20.4% |
| 6M | -20.7% | +42.0% | -62.7% | -29.9% |
| YTD | -31.4% | +45.1% | -76.6% | -40.5% |
| 1Y | -22.3% | +33.1% | -55.3% | -31.1% |
| 3Y | +50.2% | +40.6% | +9.5% | +34.0% |
| All | +50.2% | +34.5% | +15.7% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling