+14.1%
O vs CG
+11.9%
+2.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -0.7% | -4.3% | +3.6% | -0.2% |
| 30D | -1.9% | -5.1% | +3.2% | -1.3% |
| 3M | +3.8% | +8.7% | -4.8% | +2.5% |
| 6M | -4.7% | -9.2% | +4.5% | -3.9% |
| YTD | +12.5% | -18.9% | +31.3% | +14.8% |
| 1Y | +10.8% | -25.6% | +36.5% | +14.2% |
| 3Y | +28.8% | +57.3% | -28.5% | +12.2% |
| All | +14.1% | +11.9% | +2.2% | +3.5% |
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