+52.2%
EW vs CG
+47.3%
+4.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +11.0% | -1.2% | +12.2% | +11.1% |
| 30D | +19.1% | +5.0% | +14.0% | +18.3% |
| 3M | +14.4% | -18.2% | +32.6% | +17.0% |
| 6M | +22.8% | -20.7% | +43.5% | +26.0% |
| YTD | +19.8% | -31.4% | +51.2% | +24.8% |
| 1Y | +23.9% | -22.3% | +46.1% | +26.8% |
| 3Y | +52.2% | +50.2% | +2.1% | +37.7% |
| All | +52.2% | +47.3% | +4.9% | +37.7% |
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 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