+300.7%
CG vs BB
+28.0%
+272.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | +2.0% | +11.6% | -9.6% | -0.2% |
| 30D | +8.5% | +2.6% | +6.0% | +7.4% |
| 3M | -12.1% | +3.5% | -15.6% | -13.7% |
| 6M | -16.4% | +43.5% | -59.9% | -25.0% |
| YTD | -28.0% | +141.2% | -169.1% | -42.4% |
| 1Y | -18.9% | +97.4% | -116.3% | -32.6% |
| 3Y | +51.2% | +151.1% | -99.9% | +13.7% |
| 5Y | -15.9% | -12.8% | -3.1% | -25.7% |
| All | +300.7% | +28.0% | +272.7% | +138.1% |
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