+305.5%
CG vs BB
-28.1%
+333.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.5% | +1.1% | +5.7% |
| 7D | +3.0% | +15.0% | -11.9% | +0.8% |
| 30D | +10.1% | +3.5% | +6.6% | +9.1% |
| 3M | -10.8% | +2.7% | -13.5% | -12.0% |
| 6M | -15.2% | +44.7% | -60.0% | -22.4% |
| YTD | -26.9% | +143.3% | -170.2% | -39.1% |
| 1Y | -17.0% | +102.2% | -119.2% | -28.8% |
| 3Y | +54.6% | +156.1% | -101.5% | +22.8% |
| 5Y | -16.7% | -17.6% | +0.9% | -24.3% |
| 10Y | +320.1% | +29.0% | +291.2% | +203.9% |
| All | +305.5% | -28.1% | +333.6% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling