+44.1%
IR vs CG
-22.2%
+66.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.7% |
| 7D | +3.7% | -1.2% | +4.9% | +4.1% |
| 30D | +7.4% | +5.0% | +2.4% | +4.7% |
| 3M | -5.9% | -18.2% | +12.3% | +2.2% |
| 6M | +5.6% | -20.7% | +26.3% | +15.9% |
| YTD | +4.8% | -31.4% | +36.3% | +21.8% |
| 1Y | +6.9% | -22.3% | +29.2% | +17.2% |
| 3Y | +27.6% | +50.2% | -22.6% | -1.1% |
| All | +44.1% | -22.2% | +66.3% | +46.9% |
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 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