+80.4%
CG vs TLN
+583.6%
-503.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.6% |
| 7D | -4.3% | +7.1% | -11.4% | -5.9% |
| 30D | -5.1% | -3.9% | -1.2% | -4.6% |
| 3M | +8.7% | -16.2% | +24.8% | +12.2% |
| 6M | -9.2% | -5.8% | -3.4% | -9.9% |
| YTD | -18.9% | -15.4% | -3.4% | -17.8% |
| 1Y | -25.6% | -16.7% | -9.0% | -25.0% |
| 3Y | +57.3% | +473.8% | -416.5% | -6.2% |
| All | +80.4% | +583.6% | -503.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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