+274.8%
CG vs A
+302.9%
-28.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +0.2% | -0.5% | +0.6% | +0.6% |
| 30D | +11.2% | 0.0% | +11.2% | +11.1% |
| 3M | -22.1% | +16.7% | -38.8% | -29.5% |
| 6M | -17.9% | +54.8% | -72.8% | -38.8% |
| YTD | -31.3% | +28.8% | -60.1% | -42.7% |
| 1Y | -24.0% | +19.3% | -43.3% | -33.5% |
| 3Y | +45.0% | +65.5% | -20.6% | -1.0% |
| 5Y | -22.6% | +12.1% | -34.7% | -33.0% |
| All | +274.8% | +302.9% | -28.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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