+526.4%
EW vs CG
+351.2%
+175.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.6% |
| 7D | -0.3% | -4.3% | +4.0% | +0.8% |
| 30D | +1.0% | -5.1% | +6.1% | +2.3% |
| 3M | +2.8% | +8.7% | -5.9% | -0.1% |
| 6M | +5.5% | -9.2% | +14.7% | +7.4% |
| YTD | +5.5% | -18.9% | +24.3% | +10.1% |
| 1Y | +11.0% | -25.6% | +36.7% | +18.2% |
| 3Y | +17.7% | +57.3% | -39.6% | -5.1% |
| 5Y | -25.7% | +10.2% | -35.9% | -35.1% |
| 10Y | +132.8% | +364.2% | -231.4% | +33.9% |
| All | +526.4% | +351.2% | +175.2% | +265.0% |
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