+257.0%
SO vs CG
+351.2%
-94.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -0.2% | -4.3% | +4.2% | +0.3% |
| 30D | -4.6% | -5.1% | +0.5% | -4.1% |
| 3M | -3.0% | +8.7% | -11.7% | -4.1% |
| 6M | -8.3% | -9.2% | +1.0% | -7.6% |
| YTD | +3.5% | -18.9% | +22.4% | +5.2% |
| 1Y | -0.9% | -25.6% | +24.7% | +1.5% |
| 3Y | +45.4% | +57.3% | -11.9% | +32.1% |
| 5Y | +59.6% | +10.2% | +49.5% | +48.5% |
| 10Y | +156.6% | +364.2% | -207.6% | +102.3% |
| All | +257.0% | +351.2% | -94.2% | +174.6% |
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