+469.1%
P vs CG
+258.5%
+210.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.9% |
| 7D | -23.8% | -1.2% | -22.6% | -23.2% |
| 30D | -36.6% | +5.0% | -41.7% | -38.4% |
| 3M | +10.9% | -18.2% | +29.1% | +22.2% |
| 6M | +30.0% | -20.7% | +50.7% | +44.8% |
| YTD | +44.4% | -31.4% | +75.8% | +71.3% |
| 1Y | +3.9% | -22.3% | +26.2% | +14.4% |
| 3Y | +176.6% | +50.2% | +126.4% | +109.5% |
| 5Y | +249.3% | -22.1% | +271.3% | +256.1% |
| 10Y | +726.9% | +295.5% | +431.4% | +296.7% |
| All | +469.1% | +258.5% | +210.6% | +129.2% |
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