-17.7%
CG vs SM
+62.4%
-80.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.7% | +9.3% | +6.2% |
| 7D | +3.0% | -22.3% | +25.3% | 0.0% |
| 30D | +10.1% | -21.4% | +31.5% | +7.1% |
| 3M | -10.8% | +1.4% | -12.2% | -10.4% |
| 6M | -15.2% | +0.1% | -15.3% | -15.1% |
| YTD | -26.9% | +59.0% | -85.9% | -30.3% |
| All | -17.7% | +62.4% | -80.1% | -22.0% |
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