+17.1%
TER vs CG
-8.4%
+25.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.2% |
| 7D | +0.6% | -4.3% | +4.9% | +2.6% |
| 30D | -8.3% | -5.1% | -3.2% | -6.4% |
| 3M | -12.2% | +8.7% | -20.9% | -16.9% |
| 6M | +17.1% | -9.2% | +26.3% | +27.1% |
| All | +17.1% | -8.4% | +25.5% | +27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling