+83.0%
PL vs CG
+33.6%
+49.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.2% |
| 7D | -9.3% | -4.3% | -5.0% | -6.7% |
| 30D | -18.9% | -5.1% | -13.8% | -16.6% |
| 3M | -58.4% | +8.7% | -67.0% | -61.3% |
| 6M | -30.3% | -9.2% | -21.1% | -27.4% |
| YTD | -8.1% | -18.9% | +10.7% | +2.6% |
| 1Y | +180.5% | -25.6% | +206.1% | +231.3% |
| 3Y | +444.1% | +57.3% | +386.9% | +292.2% |
| 5Y | +83.0% | +10.2% | +72.9% | +58.3% |
| All | +83.0% | +33.6% | +49.5% | +57.8% |
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