+176.2%
T vs CG
+351.2%
-174.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -1.3% | -4.3% | +3.0% | -0.6% |
| 30D | +11.4% | -5.1% | +16.4% | +12.1% |
| 3M | +14.3% | +8.7% | +5.6% | +12.6% |
| 6M | -9.3% | -9.2% | 0.0% | -8.4% |
| YTD | +7.1% | -18.9% | +26.0% | +9.6% |
| 1Y | -9.1% | -25.6% | +16.5% | -5.9% |
| 3Y | +105.3% | +57.3% | +48.1% | +79.6% |
| 5Y | +66.8% | +10.2% | +56.7% | +51.5% |
| 10Y | +66.8% | +364.2% | -297.4% | +15.4% |
| All | +176.2% | +351.2% | -174.9% | +89.7% |
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 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