+101.0%
CB vs CG
+10.1%
+90.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +0.5% | -4.3% | +4.8% | +1.0% |
| 30D | -3.1% | -5.1% | +2.0% | -2.6% |
| 3M | +9.0% | +8.7% | +0.3% | +7.7% |
| 6M | +2.9% | -9.2% | +12.1% | +3.7% |
| YTD | +10.1% | -18.9% | +29.0% | +12.2% |
| 1Y | +22.8% | -25.6% | +48.4% | +26.3% |
| 3Y | +73.8% | +57.3% | +16.5% | +54.6% |
| All | +101.0% | +10.1% | +90.9% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling