+200.5%
B vs CG
+320.1%
-119.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +3.4% |
| 7D | +11.3% | +3.0% | +8.3% | +10.9% |
| 30D | +2.9% | +10.1% | -7.2% | +1.7% |
| 3M | -2.9% | -10.8% | +8.0% | -1.6% |
| 6M | -1.2% | -15.2% | +14.0% | +0.5% |
| YTD | -1.3% | -26.9% | +25.6% | +1.8% |
| 1Y | +30.4% | -17.0% | +47.5% | +32.7% |
| 3Y | +195.3% | +54.6% | +140.6% | +179.9% |
| 5Y | +146.2% | -16.7% | +163.0% | +138.7% |
| 10Y | +200.5% | +320.1% | -119.7% | +188.4% |
| All | +200.5% | +320.1% | -119.7% | +188.4% |
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