+87.9%
IT vs CG
+274.5%
-186.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.5% |
| 7D | -3.7% | -1.5% | -2.1% | -3.2% |
| 30D | -3.1% | +5.7% | -8.8% | -5.1% |
| 3M | +6.3% | -17.9% | +24.2% | +14.3% |
| 6M | +24.8% | -20.2% | +45.0% | +34.7% |
| YTD | -24.4% | -32.0% | +7.7% | -13.7% |
| 1Y | -17.1% | -27.0% | +9.9% | -8.1% |
| 3Y | -53.6% | +42.8% | -96.4% | -62.7% |
| 5Y | -42.5% | -23.4% | -19.1% | -42.5% |
| All | +87.9% | +274.5% | -186.6% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling