+465.4%
BE vs CG
-16.4%
+481.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.6% | +5.3% | +6.8% |
| 7D | -1.2% | +3.0% | -4.3% | -3.0% |
| 30D | -30.9% | +10.1% | -41.0% | -35.9% |
| 3M | -11.6% | -10.8% | -0.8% | -4.4% |
| 6M | -25.7% | -15.2% | -10.5% | -16.7% |
| YTD | +123.1% | -26.9% | +150.0% | +177.6% |
| 1Y | +43.4% | -17.0% | +60.4% | +61.9% |
| 3Y | +1,683.6% | +54.6% | +1,629.0% | +1,011.8% |
| 5Y | +465.4% | -16.7% | +482.2% | +477.9% |
| All | +465.4% | -16.4% | +481.8% | +477.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling