-24.0%
DOW vs CG
+53.5%
-77.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | -6.8% | +2.0% | -8.8% | -7.5% |
| 30D | +10.8% | +8.5% | +2.2% | +7.9% |
| 3M | +4.1% | -12.1% | +16.3% | +7.3% |
| 6M | -12.7% | -16.4% | +3.7% | -9.2% |
| YTD | +39.2% | -28.0% | +67.2% | +51.7% |
| 1Y | +49.5% | -18.9% | +68.4% | +55.3% |
| All | -24.0% | +53.5% | -77.5% | -41.4% |
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