+331.2%
CG vs BB
+2.1%
+329.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -6.4% | +1.8% | -8.3% | -6.8% |
| 30D | -7.1% | -12.2% | +5.2% | -4.8% |
| 3M | -1.6% | -12.3% | +10.7% | -0.6% |
| 6M | -8.3% | +122.7% | -131.0% | -25.1% |
| YTD | -23.8% | +104.5% | -128.3% | -36.5% |
| 1Y | -28.7% | +106.7% | -135.4% | -41.2% |
| 3Y | +49.2% | +70.0% | -20.8% | +21.6% |
| 5Y | +5.5% | -27.8% | +33.3% | -2.8% |
| 10Y | +331.2% | +2.4% | +328.9% | +167.5% |
| All | +331.2% | +2.1% | +329.1% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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