-62.2%
XYZ vs CG
-17.8%
-44.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.3% |
| 7D | -2.2% | -3.8% | +1.6% | +0.8% |
| 30D | +11.6% | +7.5% | +4.1% | +4.9% |
| 3M | +8.4% | -14.4% | +22.8% | +22.7% |
| 6M | +17.2% | -15.7% | +32.8% | +32.5% |
| YTD | +31.7% | -29.0% | +60.7% | +69.8% |
| 1Y | +30.1% | -22.1% | +52.2% | +53.9% |
| 3Y | +66.4% | +49.1% | +17.3% | -7.2% |
| 5Y | -62.2% | -18.4% | -43.8% | -61.2% |
| All | -62.2% | -17.8% | -44.4% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling