+53.9%
RMD vs CG
+56.8%
-2.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | -4.5% | -1.3% | -3.2% | -4.2% |
| 30D | +4.6% | -3.2% | +7.8% | +5.3% |
| 3M | +14.8% | +6.2% | +8.6% | +13.1% |
| 6M | -12.1% | -4.7% | -7.4% | -11.4% |
| YTD | -7.5% | -20.6% | +13.1% | -3.3% |
| 1Y | -20.1% | -26.4% | +6.3% | -15.3% |
| 3Y | +53.9% | +55.4% | -1.5% | +30.2% |
| All | +53.9% | +56.8% | -2.9% | +30.2% |
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 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