+9.1%
IR vs CG
-14.1%
+23.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -5.0% | -2.2% |
| 7D | +11.6% | +9.4% | +2.1% | +7.8% |
| 30D | +7.2% | +8.7% | -1.6% | +3.7% |
| 3M | -5.9% | -15.0% | +9.1% | +0.7% |
| 6M | +11.5% | -13.2% | +24.7% | +17.6% |
| YTD | +6.3% | -26.2% | +32.5% | +18.2% |
| 1Y | +9.1% | -14.1% | +23.2% | +12.5% |
| All | +9.1% | -14.1% | +23.2% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling