+135.3%
T vs CG
+281.3%
-146.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | -10.6% | +5.0% | -15.6% | -11.3% |
| 3M | -7.7% | -18.2% | +10.5% | -5.1% |
| 6M | -13.3% | -20.7% | +7.4% | -10.6% |
| YTD | -8.8% | -31.4% | +22.7% | -4.4% |
| 1Y | -8.4% | -22.3% | +13.9% | -6.0% |
| 3Y | +59.6% | +50.2% | +9.5% | +39.9% |
| 5Y | +52.1% | -22.1% | +74.1% | +47.1% |
| 10Y | +56.9% | +295.5% | -238.7% | +11.2% |
| All | +135.3% | +281.3% | -146.0% | +65.5% |
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