+53.4%
T vs CG
-22.2%
+75.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | -10.6% | +5.0% | -15.6% | -11.0% |
| 3M | -7.7% | -18.2% | +10.5% | -6.4% |
| 6M | -13.3% | -20.7% | +7.4% | -11.9% |
| YTD | -8.8% | -31.4% | +22.7% | -6.5% |
| 1Y | -8.4% | -22.3% | +13.9% | -7.3% |
| 3Y | +59.6% | +50.2% | +9.5% | +43.6% |
| All | +53.4% | -22.2% | +75.6% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling