-44.8%
IT vs CG
+9.5%
-54.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -6.7% |
| 7D | -9.1% | -1.3% | -7.9% | -8.6% |
| 30D | -7.0% | -3.2% | -3.8% | -5.9% |
| 3M | +7.6% | +6.2% | +1.4% | +5.1% |
| 6M | +2.1% | -4.7% | +6.8% | +3.0% |
| YTD | -31.6% | -20.6% | -11.0% | -26.4% |
| 1Y | -29.9% | -26.4% | -3.5% | -23.1% |
| 3Y | -51.3% | +55.4% | -106.6% | -61.7% |
| 5Y | -44.8% | +9.8% | -54.6% | -49.1% |
| All | -44.8% | +9.5% | -54.3% | -49.1% |
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