+41.8%
AR vs CG
+345.5%
-303.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | 0.0% |
| 7D | -1.8% | -1.3% | -0.6% | -1.4% |
| 30D | +12.6% | -3.2% | +15.8% | +13.5% |
| 3M | +10.0% | +6.2% | +3.8% | +6.2% |
| 6M | +0.6% | -4.7% | +5.3% | +0.2% |
| YTD | +13.4% | -20.6% | +34.0% | +19.7% |
| 1Y | +21.7% | -26.4% | +48.1% | +31.5% |
| 3Y | +45.8% | +55.4% | -9.6% | +8.8% |
| 5Y | +144.3% | +9.8% | +134.4% | +102.1% |
| 10Y | +41.8% | +341.4% | -299.6% | -27.1% |
| All | +41.8% | +345.5% | -303.7% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling