+220.1%
C vs CG
+320.1%
-100.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.6% | -4.1% | -0.9% |
| 7D | -0.9% | +3.0% | -4.0% | -2.5% |
| 30D | -5.4% | +10.1% | -15.5% | -10.1% |
| 3M | -9.2% | -10.8% | +1.7% | -4.5% |
| 6M | -1.8% | -15.2% | +13.4% | +5.1% |
| YTD | +6.7% | -26.9% | +33.6% | +22.2% |
| 1Y | +23.5% | -17.0% | +40.6% | +32.4% |
| 3Y | +219.8% | +54.6% | +165.1% | +137.4% |
| 5Y | +112.4% | -16.7% | +129.2% | +106.9% |
| 10Y | +220.1% | +320.1% | -100.0% | +30.6% |
| All | +220.1% | +320.1% | -100.0% | +30.6% |
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