+43.5%
CG vs WY
-24.9%
+68.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.8% |
| 7D | -1.5% | -5.4% | +3.9% | +1.6% |
| 30D | +5.7% | +7.9% | -2.2% | +1.2% |
| 3M | -17.9% | -16.6% | -1.3% | -9.2% |
| 6M | -20.2% | -11.2% | -9.0% | -15.6% |
| YTD | -32.0% | -11.3% | -20.7% | -28.9% |
| 1Y | -27.0% | -5.5% | -21.5% | -27.0% |
| All | +43.5% | -24.9% | +68.4% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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