+554.0%
XYZ vs CG
+278.3%
+275.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +12.1% | -1.2% | +13.3% | +13.4% |
| 30D | +12.4% | +5.0% | +7.3% | +8.5% |
| 3M | +8.2% | -18.2% | +26.4% | +24.6% |
| 6M | +20.7% | -20.7% | +41.4% | +40.7% |
| YTD | +31.3% | -31.4% | +62.7% | +68.1% |
| 1Y | +20.5% | -22.3% | +42.8% | +40.3% |
| 3Y | +72.6% | +50.2% | +22.4% | +17.3% |
| 5Y | -64.0% | -22.1% | -41.9% | -60.8% |
| 10Y | +601.8% | +295.5% | +306.3% | +227.3% |
| All | +554.0% | +278.3% | +275.8% | +173.0% |
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 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