+294.1%
CG vs WU
-20.9%
+315.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.2% |
| 7D | -3.8% | +2.1% | -5.9% | -4.9% |
| 30D | +7.5% | +10.1% | -2.6% | +3.2% |
| 3M | -14.4% | -1.1% | -13.2% | -14.3% |
| 6M | -15.7% | -19.8% | +4.1% | -9.7% |
| YTD | -29.0% | -20.8% | -8.2% | -23.9% |
| 1Y | -22.1% | -15.1% | -7.0% | -19.0% |
| 3Y | +49.1% | -23.2% | +72.3% | +58.2% |
| 5Y | -18.4% | -42.6% | +24.2% | -3.9% |
| 10Y | +295.1% | -38.9% | +334.0% | +344.4% |
| All | +294.1% | -20.9% | +315.0% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling