+207.2%
C vs CG
+274.5%
-67.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +2.0% |
| 7D | +4.7% | -1.5% | +6.2% | +5.3% |
| 30D | +0.2% | +5.7% | -5.5% | -3.0% |
| 3M | -9.3% | -17.9% | +8.5% | -0.8% |
| 6M | -0.8% | -20.2% | +19.4% | +9.4% |
| YTD | +8.5% | -32.0% | +40.5% | +28.8% |
| 1Y | +23.1% | -27.0% | +50.1% | +40.7% |
| 3Y | +220.8% | +42.8% | +178.0% | +147.8% |
| 5Y | +112.4% | -23.4% | +135.8% | +115.9% |
| All | +207.2% | +274.5% | -67.4% | +36.3% |
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