+299.6%
CG vs BBWI
-5.0%
+304.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +2.0% | -4.2% | +6.2% | +3.3% |
| 30D | +8.5% | +24.9% | -16.3% | +1.7% |
| 3M | -12.1% | +13.2% | -25.4% | -16.1% |
| 6M | -16.4% | +12.1% | -28.5% | -20.9% |
| YTD | -28.0% | +11.1% | -39.0% | -32.2% |
| 1Y | -18.9% | +0.7% | -19.6% | -22.8% |
| 3Y | +51.2% | -23.8% | +75.0% | +51.7% |
| 5Y | -15.9% | -66.9% | +51.1% | +2.1% |
| 10Y | +305.9% | -45.3% | +351.3% | +251.0% |
| All | +299.6% | -5.0% | +304.6% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling