+533.7%
RF vs CG
+283.8%
+249.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | +1.0% |
| 7D | -1.6% | -1.5% | -0.1% | -1.0% |
| 30D | +5.0% | +2.8% | +2.2% | +3.4% |
| 3M | -10.0% | -19.2% | +9.3% | -1.1% |
| 6M | +3.3% | -21.0% | +24.3% | +13.9% |
| YTD | +7.9% | -31.0% | +38.9% | +25.5% |
| 1Y | +21.2% | -21.1% | +42.3% | +31.8% |
| 3Y | +105.8% | +48.8% | +57.0% | +57.4% |
| 5Y | +43.7% | -21.5% | +65.3% | +43.1% |
| 10Y | +289.4% | +298.1% | -8.7% | +85.7% |
| All | +533.7% | +283.8% | +249.9% | +167.8% |
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