+207.2%
COMP vs CG
+58.1%
+149.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.5% |
| 7D | +1.4% | -4.3% | +5.7% | +4.1% |
| 30D | -13.3% | -5.1% | -8.2% | -10.5% |
| 3M | +41.1% | +8.7% | +32.4% | +33.7% |
| 6M | +17.2% | -9.2% | +26.4% | +23.6% |
| YTD | +5.2% | -18.9% | +24.1% | +18.0% |
| 1Y | +18.9% | -25.6% | +44.6% | +39.6% |
| All | +207.2% | +58.1% | +149.1% | +57.3% |
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