+208.8%
C vs CG
+308.6%
-99.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +1.0% |
| 7D | -0.4% | +2.0% | -2.3% | -1.4% |
| 30D | -5.2% | +8.5% | -13.7% | -9.3% |
| 3M | -9.1% | -12.1% | +3.1% | -3.7% |
| 6M | -1.6% | -16.4% | +14.9% | +6.2% |
| YTD | +6.9% | -28.0% | +34.9% | +23.4% |
| 1Y | +23.0% | -18.9% | +41.9% | +33.3% |
| 3Y | +216.1% | +51.2% | +164.9% | +137.4% |
| 5Y | +112.2% | -15.9% | +128.1% | +105.2% |
| 10Y | +208.8% | +305.9% | -97.1% | +30.7% |
| All | +208.8% | +308.6% | -99.8% | +30.7% |
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