+210.0%
O vs CG
+300.6%
-90.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +3.5% | +2.0% | +1.6% | +3.0% |
| 30D | +10.4% | +8.5% | +1.9% | +8.3% |
| 3M | -2.4% | -12.1% | +9.7% | 0.0% |
| 6M | -1.2% | -16.4% | +15.2% | +2.0% |
| YTD | +10.4% | -28.0% | +38.4% | +16.8% |
| 1Y | +11.4% | -18.9% | +30.3% | +14.6% |
| 3Y | +40.4% | +51.2% | -10.9% | +17.5% |
| 5Y | +12.1% | -15.9% | +28.0% | +5.9% |
| 10Y | +82.7% | +305.9% | -223.2% | +21.5% |
| All | +210.0% | +300.6% | -90.5% | +99.4% |
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 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