+327.1%
IT vs CG
+351.2%
-24.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.1% |
| 7D | -6.0% | -4.3% | -1.7% | -4.6% |
| 30D | 0.0% | -5.1% | +5.1% | +1.7% |
| 3M | +13.1% | +8.7% | +4.4% | +9.6% |
| 6M | +11.7% | -9.2% | +20.9% | +14.2% |
| YTD | -26.1% | -18.9% | -7.2% | -21.6% |
| 1Y | -21.3% | -25.6% | +4.4% | -14.6% |
| 3Y | -46.7% | +57.3% | -104.0% | -56.8% |
| 5Y | -40.5% | +10.2% | -50.7% | -47.2% |
| 10Y | +103.9% | +364.2% | -260.3% | +21.4% |
| All | +327.1% | +351.2% | -24.1% | +143.1% |
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 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