+39.4%
CL vs CG
+51.3%
-11.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | +2.6% | +2.0% | +0.6% | +2.6% |
| 30D | +11.8% | +8.5% | +3.2% | +11.9% |
| 3M | +5.9% | -12.1% | +18.0% | +5.5% |
| 6M | +13.3% | -16.4% | +29.8% | +12.8% |
| YTD | +27.1% | -28.0% | +55.1% | +25.8% |
| 1Y | +28.0% | -18.9% | +46.9% | +27.3% |
| 3Y | +39.4% | +51.2% | -11.9% | +37.8% |
| All | +39.4% | +51.3% | -11.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling