+274.2%
SO vs CG
+281.3%
-7.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +8.1% | +5.0% | +3.0% | +7.4% |
| 3M | +0.2% | -18.2% | +18.4% | +2.2% |
| 6M | +0.4% | -20.7% | +21.1% | +2.5% |
| YTD | +8.5% | -31.4% | +39.9% | +12.1% |
| 1Y | +4.9% | -22.3% | +27.2% | +6.8% |
| 3Y | +47.9% | +50.2% | -2.3% | +34.4% |
| 5Y | +75.7% | -22.1% | +97.7% | +70.9% |
| 10Y | +178.0% | +295.5% | -117.5% | +122.7% |
| All | +274.2% | +281.3% | -7.2% | +192.5% |
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