+196.2%
W vs CG
+160.5%
+35.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.9% |
| 7D | -3.6% | -1.2% | -2.4% | -2.4% |
| 30D | +7.0% | +5.0% | +1.9% | +3.2% |
| 3M | +7.4% | -18.2% | +25.6% | +24.4% |
| 6M | +69.3% | -20.7% | +90.0% | +101.1% |
| YTD | +11.3% | -31.4% | +42.7% | +46.3% |
| 1Y | +13.2% | -22.3% | +35.5% | +34.3% |
| 3Y | +142.0% | +50.2% | +91.9% | +80.1% |
| 5Y | -54.6% | -22.1% | -32.6% | -47.0% |
| 10Y | +243.7% | +295.5% | -51.8% | +72.3% |
| All | +196.2% | +160.5% | +35.7% | +64.1% |
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 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