+543.0%
XYZ vs CG
+280.7%
+262.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | +0.6% |
| 7D | +9.2% | -1.5% | +10.7% | +10.7% |
| 30D | +9.8% | +2.8% | +7.0% | +7.7% |
| 3M | -0.2% | -19.2% | +19.1% | +16.1% |
| 6M | +18.0% | -21.0% | +38.9% | +37.8% |
| YTD | +29.1% | -31.0% | +60.1% | +64.5% |
| 1Y | +14.1% | -21.1% | +35.2% | +31.3% |
| 3Y | +72.6% | +48.8% | +23.9% | +18.1% |
| 5Y | -64.6% | -21.5% | -43.1% | -61.6% |
| 10Y | +590.0% | +298.1% | +291.9% | +220.4% |
| All | +543.0% | +280.7% | +262.3% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling