+5.5%
CG vs WY
-20.4%
+25.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | -6.4% | -1.7% | -4.7% | -5.3% |
| 30D | -7.1% | -9.9% | +2.8% | 0.0% |
| 3M | -1.6% | -7.5% | +5.9% | +3.2% |
| 6M | -8.3% | -5.1% | -3.2% | -6.2% |
| YTD | -23.8% | -2.1% | -21.7% | -24.5% |
| 1Y | -28.7% | -7.3% | -21.4% | -26.6% |
| 3Y | +49.2% | -22.6% | +71.8% | +74.1% |
| 5Y | +5.5% | -19.8% | +25.3% | +26.4% |
| All | +5.5% | -20.4% | +25.9% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling