+911.5%
BE vs CG
+166.4%
+745.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +8.7% |
| 7D | +20.0% | -4.3% | +24.3% | +24.2% |
| 30D | +7.9% | -5.1% | +13.0% | +11.9% |
| 3M | -13.2% | +8.7% | -21.9% | -20.0% |
| 6M | +53.5% | -9.2% | +62.7% | +65.1% |
| YTD | +191.0% | -18.9% | +209.9% | +236.9% |
| 1Y | +360.5% | -25.6% | +386.2% | +475.2% |
| 3Y | +1,568.0% | +57.3% | +1,510.7% | +922.8% |
| 5Y | +1,055.2% | +10.2% | +1,045.0% | +843.0% |
| All | +911.5% | +166.4% | +745.1% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling