+715.0%
SW vs CG
+351.2%
+363.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -5.1% | -4.3% | -0.8% | -4.2% |
| 30D | -4.6% | -5.1% | +0.5% | -3.6% |
| 3M | +9.4% | +8.7% | +0.7% | +7.5% |
| 6M | +3.5% | -9.2% | +12.7% | +5.3% |
| YTD | +22.0% | -18.9% | +40.9% | +26.6% |
| 1Y | +2.2% | -25.6% | +27.8% | +7.6% |
| 3Y | +19.6% | +57.3% | -37.7% | +9.8% |
| 5Y | -2.3% | +10.2% | -12.5% | -8.2% |
| 10Y | +181.4% | +364.2% | -182.9% | +128.4% |
| All | +715.0% | +351.2% | +363.8% | +654.2% |
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