+485.4%
P vs CG
+324.2%
+161.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.2% |
| 7D | +6.5% | -4.3% | +10.9% | +8.9% |
| 30D | +18.8% | -5.1% | +23.9% | +21.7% |
| 3M | +26.7% | +8.7% | +18.1% | +20.7% |
| 6M | +62.2% | -9.2% | +71.4% | +68.2% |
| YTD | +48.5% | -18.9% | +67.4% | +62.1% |
| 1Y | +26.4% | -25.6% | +52.0% | +42.7% |
| 3Y | +159.4% | +57.3% | +102.1% | +92.1% |
| 5Y | +275.8% | +10.2% | +265.6% | +218.8% |
| 10Y | +732.0% | +364.2% | +367.8% | +267.9% |
| All | +485.4% | +324.2% | +161.2% | +117.0% |
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 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