+43.2%
TER vs CG
-14.1%
+57.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.5% | -11.3% | -8.2% |
| 7D | -19.9% | +9.4% | -29.3% | -22.4% |
| 30D | -43.5% | +8.7% | -52.3% | -45.2% |
| 3M | -37.8% | -15.0% | -22.8% | -33.2% |
| 6M | -25.6% | -13.2% | -12.4% | -20.5% |
| YTD | +29.8% | -26.2% | +56.0% | +44.2% |
| 1Y | +43.2% | -14.1% | +57.3% | +36.2% |
| All | +43.2% | -14.1% | +57.2% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling