-34.6%
DOW vs CG
+56.8%
-91.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | -2.9% | -1.3% | -1.7% | -2.6% |
| 30D | +2.0% | -3.2% | +5.1% | +2.6% |
| 3M | -12.5% | +6.2% | -18.8% | -15.0% |
| 6M | -9.2% | -4.7% | -4.5% | -9.4% |
| YTD | +30.8% | -20.6% | +51.4% | +39.2% |
| 1Y | +29.4% | -26.4% | +55.8% | +41.3% |
| 3Y | -34.6% | +55.4% | -89.9% | -49.5% |
| All | -34.6% | +56.8% | -91.3% | -49.5% |
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