+131.6%
D vs CG
+351.2%
-219.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +0.4% | -4.3% | +4.8% | +1.0% |
| 30D | -3.6% | -5.1% | +1.5% | -3.0% |
| 3M | -1.0% | +8.7% | -9.7% | -2.3% |
| 6M | +6.3% | -9.2% | +15.5% | +7.1% |
| YTD | +14.7% | -18.9% | +33.6% | +17.1% |
| 1Y | +16.9% | -25.6% | +42.6% | +20.5% |
| 3Y | +56.8% | +57.3% | -0.5% | +41.6% |
| 5Y | +5.2% | +10.2% | -5.0% | -2.6% |
| 10Y | +35.9% | +364.2% | -328.4% | +3.2% |
| All | +131.6% | +351.2% | -219.5% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling