-28.7%
CG vs SM
+46.0%
-74.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.0% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -7.1% | +20.3% | -27.3% | -5.8% |
| 3M | -1.6% | +22.9% | -24.5% | -0.1% |
| 6M | -8.3% | +47.8% | -56.2% | -8.2% |
| YTD | -23.8% | +107.5% | -131.3% | -27.5% |
| 1Y | -28.7% | +51.7% | -80.5% | -28.5% |
| All | -28.7% | +46.0% | -74.8% | -28.5% |
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