+137.1%
T vs CG
+306.4%
-169.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | -0.2% |
| 7D | +1.7% | +3.0% | -1.4% | +1.1% |
| 30D | -1.7% | +10.1% | -11.8% | -3.3% |
| 3M | -7.3% | -10.8% | +3.5% | -5.9% |
| 6M | -11.2% | -15.2% | +4.0% | -9.3% |
| YTD | -8.1% | -26.9% | +18.9% | -4.6% |
| 1Y | -8.0% | -17.0% | +9.0% | -6.6% |
| 3Y | +62.1% | +54.6% | +7.5% | +41.6% |
| 5Y | +55.7% | -16.7% | +72.4% | +49.0% |
| 10Y | +54.1% | +320.1% | -266.0% | +8.2% |
| All | +137.1% | +306.4% | -169.3% | +65.2% |
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 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