+485.2%
CB vs CG
+351.2%
+134.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +0.5% | -4.3% | +4.8% | +1.4% |
| 30D | -3.1% | -5.1% | +2.0% | -2.2% |
| 3M | +9.0% | +8.7% | +0.3% | +6.6% |
| 6M | +2.9% | -9.2% | +12.1% | +4.1% |
| YTD | +10.1% | -18.9% | +29.0% | +13.5% |
| 1Y | +22.8% | -25.6% | +48.4% | +28.5% |
| 3Y | +73.8% | +57.3% | +16.5% | +46.5% |
| 5Y | +99.2% | +10.2% | +89.0% | +77.4% |
| 10Y | +218.2% | +364.2% | -146.0% | +100.8% |
| All | +485.2% | +351.2% | +134.1% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling