+641.7%
BE vs CG
+136.5%
+505.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -3.2% |
| 7D | -13.4% | +2.0% | -15.3% | -14.2% |
| 30D | -33.9% | +8.5% | -42.4% | -38.3% |
| 3M | -12.0% | -12.1% | +0.2% | -3.2% |
| 6M | -29.0% | -16.4% | -12.5% | -18.9% |
| YTD | +113.4% | -28.0% | +141.4% | +171.5% |
| 1Y | +33.2% | -18.9% | +52.1% | +54.0% |
| 3Y | +1,659.2% | +51.2% | +1,608.0% | +1,003.7% |
| 5Y | +461.4% | -15.9% | +477.2% | +480.3% |
| All | +641.7% | +136.5% | +505.1% | +192.8% |
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