-54.2%
W vs CG
-22.2%
-32.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.8% |
| 7D | -3.6% | -1.2% | -2.4% | -2.1% |
| 30D | +7.0% | +5.0% | +1.9% | +2.0% |
| 3M | +7.4% | -18.2% | +25.6% | +29.3% |
| 6M | +69.3% | -20.7% | +90.0% | +110.0% |
| YTD | +11.3% | -31.4% | +42.7% | +56.8% |
| 1Y | +13.2% | -22.3% | +35.5% | +38.6% |
| 3Y | +142.0% | +50.2% | +91.9% | +40.1% |
| All | -54.2% | -22.2% | -32.1% | -55.4% |
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