+455.3%
PL vs CG
+47.3%
+408.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.0% | +10.8% |
| 7D | -6.8% | -1.2% | -5.6% | -6.3% |
| 30D | -29.3% | +5.0% | -34.3% | -32.0% |
| 3M | -44.8% | -18.2% | -26.6% | -37.3% |
| 6M | -68.4% | -20.7% | -47.7% | -63.5% |
| YTD | -36.4% | -31.4% | -4.9% | -19.6% |
| 1Y | +0.7% | -22.3% | +23.0% | +14.8% |
| 3Y | +455.3% | +50.2% | +405.1% | +246.6% |
| All | +455.3% | +47.3% | +408.0% | +246.6% |
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