+286.5%
C vs CG
+345.5%
-59.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +3.2% | -1.3% | +4.4% | +3.8% |
| 30D | +1.3% | -3.2% | +4.5% | +2.6% |
| 3M | +3.1% | +6.2% | -3.1% | -0.9% |
| 6M | +29.6% | -4.7% | +34.3% | +30.9% |
| YTD | +19.0% | -20.6% | +39.6% | +31.3% |
| 1Y | +45.6% | -26.4% | +72.0% | +66.1% |
| 3Y | +269.3% | +55.4% | +213.9% | +174.4% |
| 5Y | +131.6% | +9.8% | +121.7% | +92.0% |
| 10Y | +286.5% | +341.4% | -54.8% | +58.4% |
| All | +286.5% | +345.5% | -59.0% | +58.4% |
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 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