-52.4%
IT vs CG
+52.0%
-104.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | -1.5% |
| 7D | -18.8% | +3.0% | -21.8% | -19.6% |
| 30D | -0.1% | +10.1% | -10.2% | -3.0% |
| 3M | +2.9% | -10.8% | +13.8% | +6.2% |
| 6M | +20.4% | -15.2% | +35.6% | +25.8% |
| YTD | -24.3% | -26.9% | +2.6% | -17.6% |
| 1Y | -17.2% | -17.0% | -0.1% | -13.2% |
| 3Y | -52.4% | +54.6% | -107.0% | -54.6% |
| All | -52.4% | +52.0% | -104.4% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling