+331.2%
CG vs BBWI
-58.2%
+389.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.3% | +2.3% | -2.2% |
| 7D | -6.4% | -4.4% | -2.0% | -5.2% |
| 30D | -7.1% | -7.4% | +0.3% | -5.4% |
| 3M | -1.6% | -2.2% | +0.6% | -2.1% |
| 6M | -8.3% | -16.3% | +8.0% | -5.7% |
| YTD | -23.8% | -9.1% | -14.7% | -23.6% |
| 1Y | -28.7% | -34.5% | +5.8% | -22.8% |
| 3Y | +49.2% | -47.0% | +96.1% | +66.7% |
| 5Y | +5.5% | -68.8% | +74.4% | +31.5% |
| 10Y | +331.2% | -57.4% | +388.6% | +273.7% |
| All | +331.2% | -58.2% | +389.5% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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