-7.5%
MSCI vs CG
+10.1%
-17.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +0.4% | -4.3% | +4.7% | +2.1% |
| 30D | +0.6% | -5.1% | +5.6% | +2.4% |
| 3M | -7.1% | +8.7% | -15.8% | -10.7% |
| 6M | +0.8% | -9.2% | +10.1% | +3.4% |
| YTD | +1.0% | -18.9% | +19.9% | +7.8% |
| 1Y | +4.3% | -25.6% | +30.0% | +14.6% |
| 3Y | +9.9% | +57.3% | -47.3% | -21.4% |
| All | -7.5% | +10.1% | -17.6% | -22.9% |
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