+51.2%
CG vs USFR
+14.4%
+36.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.3% |
| 30D | +8.5% | +0.4% | +8.1% | +10.0% |
| 3M | -12.1% | +1.1% | -13.2% | -9.1% |
| 6M | -16.4% | +2.1% | -18.5% | -11.1% |
| YTD | -28.0% | +3.4% | -31.4% | -19.9% |
| 1Y | -18.9% | +4.1% | -23.0% | -8.5% |
| 3Y | +51.2% | +14.4% | +36.8% | +318.0% |
| All | +51.2% | +14.4% | +36.9% | +318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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