+350.2%
CG vs SM
-34.7%
+384.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -5.1% | +26.3% | -31.4% | -8.6% |
| 3M | +8.7% | +8.7% | 0.0% | +6.4% |
| 6M | -9.2% | +51.7% | -60.9% | -16.4% |
| YTD | -18.9% | +99.0% | -117.9% | -28.7% |
| 1Y | -25.6% | +34.6% | -60.2% | -30.8% |
| 3Y | +57.3% | -7.8% | +65.0% | +52.9% |
| 5Y | +10.2% | +104.8% | -94.6% | -6.7% |
| 10Y | +364.2% | +7.2% | +357.0% | +209.0% |
| All | +350.2% | -34.7% | +384.9% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling