+196.3%
P vs CG
+51.4%
+145.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.2% |
| 7D | -4.7% | -3.8% | -0.9% | -2.4% |
| 30D | -31.4% | +7.5% | -38.9% | -34.0% |
| 3M | -2.6% | -14.4% | +11.7% | +5.1% |
| 6M | +21.9% | -15.7% | +37.6% | +32.2% |
| YTD | +58.9% | -29.0% | +87.9% | +86.5% |
| 1Y | +21.7% | -22.1% | +43.8% | +34.3% |
| All | +196.3% | +51.4% | +145.0% | +93.9% |
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