-20.9%
CG vs SM
-11.5%
-9.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.9% |
| 7D | -1.2% | -25.9% | +24.7% | +5.1% |
| 30D | +5.0% | -15.1% | +20.1% | +8.0% |
| 3M | -18.2% | +4.9% | -23.1% | -20.7% |
| 6M | -20.7% | +6.1% | -26.9% | -24.9% |
| YTD | -31.4% | +63.4% | -94.9% | -44.3% |
| 1Y | -22.3% | +72.5% | -94.7% | -38.1% |
| 3Y | +50.2% | -16.9% | +67.1% | +43.8% |
| All | -20.9% | -11.5% | -9.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling