+54.6%
TER vs CG
-22.2%
+76.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.9% |
| 7D | -20.5% | -1.2% | -19.3% | -19.9% |
| 30D | -47.0% | +5.0% | -52.0% | -48.7% |
| 3M | -43.3% | -18.2% | -25.1% | -37.4% |
| 6M | -42.9% | -20.7% | -22.2% | -36.3% |
| YTD | +12.9% | -31.4% | +44.3% | +35.3% |
| 1Y | +18.2% | -22.3% | +40.4% | +31.7% |
| 3Y | +151.8% | +50.2% | +101.6% | +79.8% |
| All | +54.6% | -22.2% | +76.7% | +55.3% |
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