+14.0%
MSCI vs CG
-18.8%
+32.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +2.0% |
| 7D | +2.7% | +2.0% | +0.7% | +2.1% |
| 30D | +16.2% | +8.5% | +7.7% | +13.7% |
| 3M | +17.1% | -12.1% | +29.2% | +20.0% |
| 6M | +13.0% | -16.4% | +29.5% | +17.4% |
| YTD | +15.8% | -28.0% | +43.7% | +27.2% |
| All | +14.0% | -18.8% | +32.8% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling