+291.3%
IR vs CG
+281.4%
+9.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | -2.8% | -4.3% | +1.5% | -0.8% |
| 30D | -15.1% | -5.1% | -10.1% | -13.2% |
| 3M | +6.1% | +8.7% | -2.6% | +1.6% |
| 6M | -16.8% | -9.2% | -7.6% | -13.7% |
| YTD | -3.5% | -18.9% | +15.3% | +4.7% |
| 1Y | -3.5% | -25.6% | +22.1% | +8.5% |
| 3Y | +9.5% | +57.3% | -47.8% | -17.2% |
| 5Y | +45.1% | +10.2% | +34.9% | +24.2% |
| All | +291.3% | +281.4% | +9.9% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling