+66.2%
XYZ vs CG
+51.3%
+14.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -2.4% |
| 7D | +12.6% | +2.0% | +10.6% | +11.4% |
| 30D | +10.8% | +8.5% | +2.3% | +5.2% |
| 3M | +8.4% | -12.1% | +20.5% | +17.4% |
| 6M | +14.3% | -16.4% | +30.8% | +27.2% |
| YTD | +31.5% | -28.0% | +59.4% | +59.7% |
| 1Y | +28.1% | -18.9% | +47.0% | +43.2% |
| 3Y | +66.2% | +51.2% | +14.9% | +15.3% |
| All | +66.2% | +51.3% | +14.9% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling