+228.1%
CG vs TW
+221.1%
+7.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -4.3% | -2.3% | -2.0% | -3.4% |
| 30D | -5.1% | +3.9% | -9.0% | -6.8% |
| 3M | +8.7% | +5.7% | +3.0% | +4.9% |
| 6M | -9.2% | -14.5% | +5.3% | -4.1% |
| YTD | -18.9% | -0.9% | -18.0% | -20.5% |
| 1Y | -25.6% | -13.5% | -12.1% | -22.4% |
| 3Y | +57.3% | +25.0% | +32.3% | +31.8% |
| 5Y | +10.2% | +22.7% | -12.5% | -9.0% |
| All | +228.1% | +221.1% | +7.0% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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