+20.5%
XYZ vs CG
-21.8%
+42.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +12.1% | -1.2% | +13.3% | +13.3% |
| 30D | +12.4% | +5.0% | +7.3% | +9.8% |
| 3M | +8.2% | -18.2% | +26.4% | +20.4% |
| 6M | +20.7% | -20.7% | +41.4% | +37.5% |
| YTD | +31.3% | -31.4% | +62.7% | +60.2% |
| 1Y | +20.5% | -22.3% | +42.8% | +30.8% |
| All | +20.5% | -21.8% | +42.4% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling