+197.7%
B vs CG
+355.4%
-157.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -1.6% | -4.3% | +2.7% | -1.1% |
| 30D | +9.4% | -5.1% | +14.5% | +10.1% |
| 3M | +5.0% | +8.7% | -3.7% | +3.8% |
| 6M | -3.5% | -9.2% | +5.7% | -2.7% |
| YTD | +4.5% | -18.9% | +23.3% | +6.5% |
| 1Y | +67.8% | -25.6% | +93.4% | +72.3% |
| 3Y | +196.7% | +57.3% | +139.4% | +179.7% |
| 5Y | +151.9% | +10.2% | +141.8% | +138.7% |
| All | +197.7% | +355.4% | -157.7% | +174.1% |
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