-24.7%
U vs CG
+91.6%
-116.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +6.1% |
| 7D | +36.6% | -1.2% | +37.8% | +36.4% |
| 30D | +13.3% | +5.0% | +8.3% | +7.2% |
| 3M | +26.2% | -18.2% | +44.4% | +46.5% |
| 6M | +88.7% | -20.7% | +109.5% | +122.4% |
| YTD | +16.6% | -31.4% | +48.0% | +57.6% |
| 1Y | +29.0% | -22.3% | +51.2% | +55.4% |
| 3Y | +99.5% | +50.2% | +49.3% | +16.2% |
| 5Y | -66.1% | -22.1% | -44.1% | -66.6% |
| All | -24.7% | +91.6% | -116.3% | -54.6% |
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