+55.4%
CG vs BB
+68.2%
-12.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.6% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | -3.2% | -12.4% | +9.2% | -1.0% |
| 3M | +6.2% | -15.3% | +21.5% | +7.6% |
| 6M | -4.7% | +128.8% | -133.4% | -23.5% |
| YTD | -20.6% | +107.7% | -128.3% | -34.8% |
| 1Y | -26.4% | +103.9% | -130.3% | -39.9% |
| 3Y | +55.4% | +72.6% | -17.2% | +19.5% |
| All | +55.4% | +68.2% | -12.8% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling