+295.1%
CG vs BB
+31.7%
+263.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | -3.8% | +7.3% | -11.1% | -5.1% |
| 30D | +7.5% | +11.2% | -3.7% | +4.7% |
| 3M | -14.4% | +4.7% | -19.0% | -16.1% |
| 6M | -15.7% | +51.1% | -66.8% | -25.1% |
| YTD | -29.0% | +148.0% | -177.0% | -43.5% |
| 1Y | -22.1% | +106.1% | -128.2% | -35.8% |
| 3Y | +49.1% | +158.2% | -109.1% | +11.5% |
| 5Y | -18.4% | -10.8% | -7.6% | -28.3% |
| 10Y | +295.1% | +29.3% | +265.8% | +133.5% |
| All | +295.1% | +31.7% | +263.4% | +133.5% |
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