-69.4%
PL vs CG
-19.3%
-50.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.5% | -3.6% | -7.8% |
| 7D | -20.5% | -1.5% | -19.0% | -19.8% |
| 30D | -38.8% | +2.8% | -41.5% | -39.2% |
| 3M | -49.1% | -19.2% | -29.9% | -44.8% |
| 6M | -69.4% | -21.0% | -48.4% | -58.7% |
| All | -69.4% | -19.3% | -50.1% | -58.7% |
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