+1,438.6%
NDAQ vs CG
+351.2%
+1,087.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 6M | +9.4% | -9.2% | +18.7% | +11.7% |
| YTD | +0.4% | -18.9% | +19.3% | +5.7% |
| 1Y | +4.0% | -25.6% | +29.7% | +11.8% |
| 3Y | +94.4% | +57.3% | +37.1% | +63.4% |
| 5Y | +56.7% | +10.2% | +46.6% | +40.6% |
| 10Y | +375.3% | +364.2% | +11.1% | +195.4% |
| All | +1,438.6% | +351.2% | +1,087.4% | +783.1% |
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