-21.0%
CG vs SM
+63.8%
-84.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -1.3% |
| 7D | +2.0% | -19.5% | +21.5% | -0.7% |
| 30D | +8.5% | -20.2% | +28.8% | +5.6% |
| 3M | -12.1% | -6.5% | -5.6% | -12.5% |
| 6M | -16.4% | +1.6% | -18.0% | -16.1% |
| YTD | -28.0% | +61.2% | -89.2% | -30.4% |
| All | -21.0% | +63.8% | -84.8% | -23.4% |
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