+55.4%
CG vs WU
-27.2%
+82.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.4% |
| 7D | -1.3% | -0.8% | -0.4% | -1.0% |
| 30D | -3.2% | -1.1% | -2.0% | -2.8% |
| 3M | +6.2% | -1.8% | +8.0% | +5.1% |
| 6M | -4.7% | -23.9% | +19.3% | +2.9% |
| YTD | -20.6% | -20.4% | -0.2% | -15.8% |
| 1Y | -26.4% | -10.6% | -15.8% | -25.6% |
| 3Y | +55.4% | -27.7% | +83.1% | +62.7% |
| All | +55.4% | -27.2% | +82.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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