-10.8%
DOW vs CG
+214.6%
-225.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.4% |
| 7D | -2.4% | -4.3% | +1.9% | -0.7% |
| 30D | +0.4% | -5.1% | +5.5% | +2.2% |
| 3M | -14.4% | +8.7% | -23.1% | -18.4% |
| 6M | -7.0% | -9.2% | +2.3% | -5.4% |
| YTD | +30.2% | -18.9% | +49.1% | +38.2% |
| 1Y | +29.2% | -25.6% | +54.8% | +42.0% |
| 3Y | -36.7% | +57.3% | -94.0% | -53.3% |
| 5Y | -37.7% | +10.2% | -47.9% | -49.0% |
| All | -10.8% | +214.6% | -225.4% | -56.9% |
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