+277.2%
CG vs WY
+69.5%
+207.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -17.9% | -16.6% | -1.3% | -9.6% |
| 6M | -20.2% | -11.2% | -9.0% | -15.7% |
| YTD | -32.0% | -11.3% | -20.7% | -28.6% |
| 1Y | -27.0% | -5.5% | -21.5% | -26.1% |
| 3Y | +42.8% | -25.4% | +68.2% | +64.1% |
| 5Y | -23.4% | -32.4% | +8.9% | -6.1% |
| 10Y | +278.2% | +3.8% | +274.4% | +243.4% |
| All | +277.2% | +69.5% | +207.7% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling