+264.0%
SPOT vs CG
+210.6%
+53.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.5% |
| 7D | -0.9% | -4.3% | +3.4% | +0.8% |
| 30D | +12.5% | -5.1% | +17.6% | +14.6% |
| 3M | +9.9% | +8.7% | +1.2% | +4.9% |
| 6M | +1.6% | -9.2% | +10.8% | +3.9% |
| YTD | -6.6% | -18.9% | +12.3% | -0.8% |
| 1Y | -22.9% | -25.6% | +2.7% | -15.6% |
| 3Y | +244.3% | +57.3% | +187.0% | +149.6% |
| 5Y | +117.8% | +10.2% | +107.7% | +81.9% |
| All | +264.0% | +210.6% | +53.4% | +98.6% |
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