+49.9%
F vs CG
+51.3%
-1.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +1.0% | +2.0% | -1.0% | +0.1% |
| 30D | +2.1% | +8.5% | -6.4% | -1.1% |
| 3M | -10.3% | -12.1% | +1.9% | -6.4% |
| 6M | +3.3% | -16.4% | +19.7% | +9.3% |
| YTD | -2.0% | -28.0% | +26.0% | +8.6% |
| 1Y | -2.3% | -18.9% | +16.6% | +3.2% |
| 3Y | +49.9% | +51.2% | -1.4% | +1.3% |
| All | +49.9% | +51.3% | -1.4% | +1.3% |
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