+99.5%
U vs CG
+47.3%
+52.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.9% |
| 7D | +36.6% | -1.2% | +37.8% | +36.4% |
| 30D | +13.3% | +5.0% | +8.3% | +8.3% |
| 3M | +26.2% | -18.2% | +44.4% | +42.7% |
| 6M | +88.7% | -20.7% | +109.5% | +116.7% |
| YTD | +16.6% | -31.4% | +48.0% | +50.6% |
| 1Y | +29.0% | -22.3% | +51.2% | +52.2% |
| 3Y | +99.5% | +50.2% | +49.3% | +22.9% |
| All | +99.5% | +47.3% | +52.2% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling