+21.9%
P vs CG
-16.3%
+38.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.1% |
| 7D | -4.7% | -3.8% | -0.9% | -2.9% |
| 30D | -31.4% | +7.5% | -38.9% | -32.7% |
| 3M | -2.6% | -14.4% | +11.7% | +6.8% |
| 6M | +21.9% | -15.7% | +37.6% | +29.0% |
| All | +21.9% | -16.3% | +38.3% | +29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling