+284.7%
P vs CG
-23.0%
+307.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.4% |
| 7D | +11.6% | +0.2% | +11.4% | +11.3% |
| 30D | -23.7% | +11.2% | -34.9% | -27.9% |
| 3M | -8.0% | -22.1% | +14.1% | +3.5% |
| 6M | +27.9% | -17.9% | +45.8% | +39.8% |
| YTD | +61.2% | -31.3% | +92.5% | +89.8% |
| 1Y | +28.6% | -24.0% | +52.6% | +42.7% |
| 3Y | +200.5% | +45.0% | +155.5% | +136.4% |
| All | +284.7% | -23.0% | +307.7% | +337.3% |
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