+216.9%
B vs CG
+274.5%
-57.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.6% |
| 7D | -6.2% | -1.5% | -4.7% | -6.0% |
| 30D | -6.6% | +5.7% | -12.3% | -7.3% |
| 3M | -7.9% | -17.9% | +10.0% | -5.7% |
| 6M | -16.8% | -20.2% | +3.4% | -14.7% |
| YTD | -11.7% | -32.0% | +20.3% | -8.0% |
| 1Y | +3.5% | -27.0% | +30.5% | +7.0% |
| 3Y | +165.7% | +42.8% | +123.0% | +154.0% |
| 5Y | +108.4% | -23.4% | +131.8% | +104.2% |
| All | +216.9% | +274.5% | -57.6% | +186.8% |
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 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