+337.2%
IT vs CG
+278.1%
+59.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.3% |
| 7D | -3.7% | -1.5% | -2.1% | -3.3% |
| 30D | -3.1% | +5.7% | -8.8% | -4.9% |
| 3M | +6.3% | -17.9% | +24.2% | +13.3% |
| 6M | +24.8% | -20.2% | +45.0% | +33.5% |
| YTD | -24.4% | -32.0% | +7.7% | -15.1% |
| 1Y | -17.1% | -27.0% | +9.9% | -9.2% |
| 3Y | -53.6% | +42.8% | -96.4% | -61.1% |
| 5Y | -42.5% | -23.4% | -19.1% | -42.6% |
| 10Y | +88.8% | +278.2% | -189.4% | +19.7% |
| All | +337.2% | +278.1% | +59.1% | +163.5% |
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