+59.6%
T vs CG
+47.3%
+12.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.0% | -1.2% | +2.2% | +1.0% |
| 30D | -10.6% | +5.0% | -15.6% | -10.7% |
| 3M | -7.7% | -18.2% | +10.5% | -7.7% |
| 6M | -13.3% | -20.7% | +7.4% | -13.3% |
| YTD | -8.8% | -31.4% | +22.7% | -8.8% |
| 1Y | -8.4% | -22.3% | +13.9% | -8.6% |
| 3Y | +59.6% | +50.2% | +9.5% | +65.0% |
| All | +59.6% | +47.3% | +12.3% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling