-8.9%
T vs CG
-26.4%
+17.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.4% |
| 7D | -1.5% | -1.3% | -0.3% | -1.6% |
| 30D | +7.6% | -3.2% | +10.8% | +7.5% |
| 3M | +15.3% | +6.2% | +9.1% | +15.8% |
| 6M | -8.5% | -4.7% | -3.8% | -8.5% |
| YTD | +6.8% | -20.6% | +27.4% | +5.8% |
| All | -8.9% | -26.4% | +17.5% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling