+295.1%
CG vs A
+308.8%
-13.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -3.8% | -0.1% | -3.7% | -3.6% |
| 30D | +7.5% | +3.3% | +4.2% | +5.3% |
| 3M | -14.4% | +18.5% | -32.9% | -23.2% |
| 6M | -15.7% | +59.3% | -75.0% | -38.2% |
| YTD | -29.0% | +31.0% | -60.0% | -41.3% |
| 1Y | -22.1% | +19.3% | -41.4% | -31.8% |
| 3Y | +49.1% | +66.8% | -17.7% | +1.5% |
| 5Y | -18.4% | +15.5% | -33.9% | -30.6% |
| 10Y | +295.1% | +312.3% | -17.3% | +85.3% |
| All | +295.1% | +308.8% | -13.7% | +85.3% |
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