+481.0%
CF vs CG
+308.6%
+172.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.0% |
| 7D | +4.8% | +2.0% | +2.8% | +3.8% |
| 30D | +9.7% | +8.5% | +1.2% | +6.5% |
| 3M | +1.2% | -12.1% | +13.4% | +4.0% |
| 6M | +7.4% | -16.4% | +23.8% | +11.1% |
| YTD | +60.5% | -28.0% | +88.5% | +71.2% |
| 1Y | +50.7% | -18.9% | +69.6% | +53.9% |
| 3Y | +64.8% | +51.2% | +13.6% | +22.8% |
| 5Y | +115.8% | -15.9% | +131.7% | +96.5% |
| 10Y | +481.0% | +305.9% | +175.1% | +126.9% |
| All | +481.0% | +308.6% | +172.4% | +126.9% |
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