+60.3%
CG vs SM
-6.8%
+67.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -5.1% | +26.3% | -31.4% | -10.5% |
| 3M | +8.7% | +8.7% | 0.0% | +5.4% |
| 6M | -9.2% | +51.7% | -60.9% | -22.7% |
| YTD | -18.9% | +99.0% | -117.9% | -38.1% |
| 1Y | -25.6% | +34.6% | -60.2% | -34.5% |
| All | +60.3% | -6.8% | +67.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling