-29.9%
COMP vs CG
+10.1%
-40.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.9% |
| 7D | +1.4% | -4.3% | +5.7% | +5.1% |
| 30D | -13.3% | -5.1% | -8.2% | -9.6% |
| 3M | +41.1% | +8.7% | +32.4% | +30.8% |
| 6M | +17.2% | -9.2% | +26.4% | +25.5% |
| YTD | +5.2% | -18.9% | +24.1% | +22.5% |
| 1Y | +18.9% | -25.6% | +44.6% | +46.9% |
| 3Y | +215.9% | +57.3% | +158.6% | +68.8% |
| All | -29.9% | +10.1% | -40.0% | -54.2% |
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