+32.6%
XYZ vs CG
-18.0%
+50.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.6% | -3.0% | -0.1% |
| 7D | +14.9% | +3.0% | +11.8% | +13.1% |
| 30D | +14.7% | +10.1% | +4.5% | +8.9% |
| 3M | +12.1% | -10.8% | +22.9% | +19.0% |
| 6M | +18.3% | -15.2% | +33.5% | +29.8% |
| YTD | +36.1% | -26.9% | +63.0% | +60.2% |
| All | +32.6% | -18.0% | +50.5% | +41.9% |
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