+35.8%
XYZ vs CG
-25.8%
+61.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.2% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | +11.5% | +11.2% | +0.3% | +5.9% |
| 3M | +1.8% | -22.1% | +23.9% | +16.1% |
| 6M | +21.2% | -17.9% | +39.1% | +35.5% |
| YTD | +29.9% | -31.3% | +61.2% | +59.1% |
| 1Y | +35.8% | -24.0% | +59.7% | +57.0% |
| All | +35.8% | -25.8% | +61.6% | +57.0% |
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