-14.1%
CG vs SM
+70.4%
-84.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -15.3% | +19.8% | +2.5% |
| 7D | +9.4% | -21.5% | +30.9% | +6.4% |
| 30D | +8.7% | -11.4% | +20.1% | +7.2% |
| 3M | -15.0% | +0.6% | -15.6% | -14.6% |
| 6M | -13.2% | +0.2% | -13.5% | -12.6% |
| YTD | -26.2% | +69.7% | -95.8% | -28.2% |
| 1Y | -14.1% | +71.6% | -85.7% | -16.3% |
| All | -14.1% | +70.4% | -84.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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