+43.0%
CG vs SNY
-9.6%
+52.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.9% | -3.3% | -6.5% | -9.4% |
| 30D | -11.7% | -2.2% | -9.5% | -11.3% |
| 3M | -4.3% | -3.0% | -1.2% | -3.9% |
| 6M | -8.8% | +2.7% | -11.5% | -9.0% |
| YTD | -26.9% | -6.8% | -20.0% | -26.3% |
| 1Y | -35.4% | -5.3% | -30.2% | -35.0% |
| 3Y | +43.0% | -9.8% | +52.8% | +44.5% |
| All | +43.0% | -9.6% | +52.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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