-68.0%
U vs CG
+9.5%
-77.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +4.6% |
| 7D | +4.5% | -1.3% | +5.7% | +5.6% |
| 30D | -0.6% | -3.2% | +2.6% | +1.7% |
| 3M | +48.4% | +6.2% | +42.2% | +37.5% |
| 6M | +115.4% | -4.7% | +120.0% | +118.4% |
| YTD | -3.2% | -20.6% | +17.4% | +18.1% |
| 1Y | -6.0% | -26.4% | +20.3% | +21.1% |
| 3Y | +13.5% | +55.4% | -41.9% | -37.3% |
| 5Y | -68.0% | +9.8% | -77.8% | -75.8% |
| All | -68.0% | +9.5% | -77.5% | -75.8% |
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