+579.8%
CI vs CG
+351.2%
+228.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +1.3% | -4.3% | +5.6% | +2.2% |
| 30D | +4.4% | -5.1% | +9.5% | +5.3% |
| 3M | +0.7% | +8.7% | -8.0% | -1.4% |
| 6M | +0.3% | -9.2% | +9.6% | +1.6% |
| YTD | +3.8% | -18.9% | +22.7% | +7.0% |
| 1Y | -5.5% | -25.6% | +20.1% | -1.1% |
| 3Y | +8.1% | +57.3% | -49.2% | -8.3% |
| 5Y | +42.8% | +10.2% | +32.6% | +27.7% |
| 10Y | +143.9% | +364.2% | -220.3% | +52.9% |
| All | +579.8% | +351.2% | +228.6% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling