+350.2%
CG vs BB
-39.9%
+390.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.3% | -5.6% | +1.3% | -3.4% |
| 30D | -5.1% | -11.8% | +6.7% | -3.3% |
| 3M | +8.7% | -25.5% | +34.2% | +12.6% |
| 6M | -9.2% | +121.3% | -130.5% | -22.7% |
| YTD | -18.9% | +103.2% | -122.0% | -29.8% |
| 1Y | -25.6% | +102.6% | -128.3% | -36.0% |
| 3Y | +57.3% | +37.5% | +19.8% | +38.0% |
| 5Y | +10.2% | -30.4% | +40.6% | +3.5% |
| 10Y | +364.2% | 0.0% | +364.2% | +250.0% |
| All | +350.2% | -39.9% | +390.1% | +234.4% |
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