+33.5%
EXC vs CG
+46.4%
-12.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.4% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +8.6% | +11.2% | -2.6% | +8.6% |
| 3M | +2.4% | -22.1% | +24.5% | +2.1% |
| 6M | +6.5% | -17.9% | +24.4% | +6.3% |
| YTD | +9.0% | -31.3% | +40.3% | +8.8% |
| 1Y | +4.6% | -24.0% | +28.5% | +4.4% |
| 3Y | +33.5% | +45.0% | -11.5% | +22.9% |
| All | +33.5% | +46.4% | -12.9% | +22.9% |
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 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