+50.2%
CG vs BBWI
-28.0%
+78.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.3% |
| 7D | -1.2% | -6.2% | +5.0% | +0.8% |
| 30D | +5.0% | +19.9% | -14.9% | -0.6% |
| 3M | -18.2% | +7.1% | -25.3% | -20.6% |
| 6M | -20.7% | +13.7% | -34.4% | -25.4% |
| YTD | -31.4% | +9.6% | -41.0% | -35.3% |
| 1Y | -22.3% | -1.6% | -20.6% | -25.0% |
| 3Y | +50.2% | -25.9% | +76.0% | +58.6% |
| All | +50.2% | -28.0% | +78.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling