+163.6%
W vs CG
+208.2%
-44.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.8% |
| 7D | -4.2% | -4.3% | +0.1% | -0.8% |
| 30D | -7.6% | -5.1% | -2.5% | -4.3% |
| 3M | +37.2% | +8.7% | +28.5% | +28.1% |
| 6M | +26.3% | -9.2% | +35.6% | +34.3% |
| YTD | -1.0% | -18.9% | +17.9% | +14.6% |
| 1Y | +20.1% | -25.6% | +45.7% | +46.6% |
| 3Y | +37.8% | +57.3% | -19.5% | -1.0% |
| 5Y | -63.7% | +10.2% | -73.8% | -66.3% |
| 10Y | +156.3% | +364.2% | -207.9% | +13.4% |
| All | +163.6% | +208.2% | -44.6% | +28.6% |
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