+42.5%
CI vs CG
+10.1%
+32.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +1.3% | -4.3% | +5.6% | +1.7% |
| 30D | +4.4% | -5.1% | +9.5% | +4.9% |
| 3M | +0.7% | +8.7% | -8.0% | -0.3% |
| 6M | +0.3% | -9.2% | +9.6% | +0.9% |
| YTD | +3.8% | -18.9% | +22.7% | +5.3% |
| 1Y | -5.5% | -25.6% | +20.1% | -3.5% |
| 3Y | +8.1% | +57.3% | -49.2% | -0.9% |
| All | +42.5% | +10.1% | +32.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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