-13.3%
F vs CG
-16.6%
+3.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +1.0% | +2.0% | -1.0% | -0.2% |
| 30D | +2.1% | +8.5% | -6.4% | -2.1% |
| 3M | -10.3% | -12.1% | +1.9% | -5.3% |
| 6M | +3.3% | -16.4% | +19.7% | +10.9% |
| YTD | -2.0% | -28.0% | +26.0% | +11.5% |
| 1Y | -2.3% | -18.9% | +16.6% | +4.6% |
| 3Y | +49.9% | +51.2% | -1.4% | +4.9% |
| All | -13.3% | -16.6% | +3.3% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling