+95.4%
NDAQ vs CG
+60.2%
+35.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.4% |
| 7D | -2.4% | -4.3% | +1.9% | -1.2% |
| 30D | +2.5% | -5.1% | +7.5% | +3.9% |
| 3M | +9.9% | +8.7% | +1.2% | +6.7% |
| 6M | +9.4% | -9.2% | +18.7% | +11.7% |
| YTD | +0.4% | -18.9% | +19.3% | +5.9% |
| 1Y | +4.0% | -25.6% | +29.7% | +12.1% |
| All | +95.4% | +60.2% | +35.2% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling