+322.7%
CG vs WTW
+319.1%
+3.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -2.1% |
| 7D | -6.4% | -7.1% | +0.7% | -2.6% |
| 30D | -7.1% | -8.5% | +1.5% | -2.5% |
| 3M | -1.6% | +20.6% | -22.1% | -12.0% |
| 6M | -8.3% | +7.2% | -15.5% | -13.4% |
| YTD | -23.8% | -3.9% | -19.9% | -23.9% |
| 1Y | -28.7% | -3.6% | -25.1% | -29.1% |
| 3Y | +49.2% | +60.7% | -11.5% | +6.7% |
| 5Y | +5.5% | +42.2% | -36.6% | -18.3% |
| 10Y | +331.2% | +195.5% | +135.8% | +117.5% |
| All | +322.7% | +319.1% | +3.7% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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