+45.2%
AR vs CG
+294.2%
-249.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | -14.3% | -1.2% | -13.1% | -14.1% |
| 30D | +1.4% | +5.0% | -3.6% | -0.9% |
| 3M | +3.4% | -18.2% | +21.6% | +10.4% |
| 6M | -2.1% | -20.7% | +18.7% | +4.7% |
| YTD | +4.7% | -31.4% | +36.1% | +16.0% |
| 1Y | +10.6% | -22.3% | +32.8% | +15.9% |
| 3Y | +24.6% | +50.2% | -25.6% | -7.0% |
| 5Y | +71.9% | -22.1% | +93.9% | +63.6% |
| All | +45.2% | +294.2% | -249.0% | -23.4% |
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