-39.0%
U vs CG
+126.7%
-165.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.4% |
| 7D | -3.8% | -4.3% | +0.5% | -0.1% |
| 30D | +17.5% | -5.1% | +22.5% | +21.8% |
| 3M | +38.7% | +8.7% | +30.1% | +26.6% |
| 6M | +104.4% | -9.2% | +113.6% | +116.9% |
| YTD | -5.7% | -18.9% | +13.2% | +12.3% |
| 1Y | +3.7% | -25.6% | +29.3% | +31.3% |
| 3Y | +12.3% | +57.3% | -45.0% | -34.8% |
| 5Y | -68.8% | +10.2% | -79.0% | -75.4% |
| All | -39.0% | +126.7% | -165.7% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling