+439.5%
SN vs CG
+23.7%
+415.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +3.0% |
| 7D | +7.2% | -1.2% | +8.4% | +7.7% |
| 30D | +20.4% | +5.0% | +15.4% | +16.8% |
| 3M | +23.9% | -18.2% | +42.1% | +38.0% |
| 6M | +93.0% | -20.7% | +113.8% | +117.5% |
| YTD | +99.2% | -31.4% | +130.7% | +141.2% |
| 1Y | +142.6% | -22.3% | +164.9% | +171.7% |
| 3Y | +398.8% | +50.2% | +348.6% | +267.5% |
| All | +439.5% | +23.7% | +415.8% | +386.0% |
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