+319.5%
SN vs CG
+46.3%
+273.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -9.3% | -4.3% | -5.0% | -6.9% |
| 30D | -4.8% | -5.1% | +0.3% | -2.1% |
| 3M | +40.4% | +8.7% | +31.7% | +32.6% |
| 6M | +50.9% | -9.2% | +60.2% | +58.1% |
| YTD | +54.9% | -18.9% | +73.8% | +71.3% |
| 1Y | +43.0% | -25.6% | +68.7% | +66.0% |
| 3Y | +391.8% | +57.3% | +334.6% | +263.8% |
| All | +319.5% | +46.3% | +273.2% | +245.1% |
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