-63.1%
W vs CG
+10.1%
-73.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +4.1% |
| 7D | -4.2% | -4.3% | +0.1% | +0.1% |
| 30D | -7.6% | -5.1% | -2.5% | -3.4% |
| 3M | +37.2% | +8.7% | +28.5% | +25.2% |
| 6M | +26.3% | -9.2% | +35.6% | +36.0% |
| YTD | -1.0% | -18.9% | +17.9% | +18.5% |
| 1Y | +20.1% | -25.6% | +45.7% | +53.8% |
| 3Y | +37.8% | +57.3% | -19.5% | -20.9% |
| All | -63.1% | +10.1% | -73.2% | -72.1% |
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