+193.4%
B vs CG
+345.5%
-152.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | +1.4% | -3.2% | +4.5% | +1.7% |
| 3M | +12.2% | +6.2% | +6.0% | +11.3% |
| 6M | -2.1% | -4.7% | +2.5% | -1.8% |
| YTD | +2.9% | -20.6% | +23.6% | +5.2% |
| 1Y | +55.3% | -26.4% | +81.7% | +59.8% |
| 3Y | +198.7% | +55.4% | +143.3% | +182.1% |
| 5Y | +153.8% | +9.8% | +143.9% | +140.7% |
| 10Y | +193.4% | +341.4% | -147.9% | +170.8% |
| All | +193.4% | +345.5% | -152.1% | +170.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling