-25.6%
CG vs TDY
+11.8%
-37.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -4.3% | -1.8% | -2.5% | -3.6% |
| 30D | -5.1% | -10.7% | +5.6% | -0.9% |
| 3M | +8.7% | -1.3% | +10.0% | +8.8% |
| 6M | -9.2% | -10.6% | +1.3% | -5.6% |
| YTD | -18.9% | +19.6% | -38.4% | -28.0% |
| 1Y | -25.6% | +11.6% | -37.3% | -31.7% |
| All | -25.6% | +11.8% | -37.4% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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