+11.7%
D vs CG
-23.0%
+34.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -1.4% | +0.2% | -1.5% | -1.4% |
| 30D | +7.7% | +11.2% | -3.4% | +6.5% |
| 3M | -0.3% | -22.1% | +21.8% | +2.2% |
| 6M | +10.1% | -17.9% | +28.0% | +12.0% |
| YTD | +19.1% | -31.3% | +50.4% | +23.2% |
| 1Y | +15.9% | -24.0% | +39.9% | +18.2% |
| 3Y | +75.0% | +45.0% | +30.0% | +58.1% |
| All | +11.7% | -23.0% | +34.7% | +5.1% |
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