+1,251.0%
BE vs CG
+9.5%
+1,241.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.8% | +11.3% |
| 7D | +29.8% | -1.3% | +31.0% | +30.8% |
| 30D | +26.4% | -3.2% | +29.6% | +28.4% |
| 3M | +9.3% | +6.2% | +3.1% | +2.9% |
| 6M | +105.1% | -4.7% | +109.7% | +109.9% |
| YTD | +219.0% | -20.6% | +239.7% | +272.7% |
| 1Y | +418.8% | -26.4% | +445.1% | +546.0% |
| 3Y | +1,784.6% | +55.4% | +1,729.2% | +1,084.3% |
| 5Y | +1,251.0% | +9.8% | +1,241.1% | +987.0% |
| All | +1,251.0% | +9.5% | +1,241.5% | +987.0% |
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