+39.9%
CL vs CG
-22.2%
+62.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +11.4% | +5.0% | +6.3% | +11.2% |
| 3M | +4.4% | -18.2% | +22.6% | +5.0% |
| 6M | +10.8% | -20.7% | +31.5% | +11.5% |
| YTD | +25.1% | -31.4% | +56.5% | +26.2% |
| 1Y | +28.0% | -22.3% | +50.2% | +28.5% |
| 3Y | +37.6% | +50.2% | -12.6% | +30.2% |
| All | +39.9% | -22.2% | +62.1% | +34.2% |
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