+16.6%
P vs CG
-18.8%
+35.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -13.3% | +2.0% | -15.3% | -13.4% |
| 30D | -34.0% | +8.5% | -42.5% | -35.3% |
| 3M | +4.1% | -12.1% | +16.2% | +9.0% |
| 6M | +30.5% | -16.4% | +46.9% | +37.0% |
| YTD | +52.2% | -28.0% | +80.2% | +66.8% |
| All | +16.6% | -18.8% | +35.3% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling