-18.4%
CG vs BEN
+32.3%
-50.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.8% | +7.2% | -11.0% | -9.3% |
| 30D | +7.5% | +14.1% | -6.6% | -3.7% |
| 3M | -14.4% | +9.9% | -24.3% | -20.9% |
| 6M | -15.7% | +17.4% | -33.0% | -26.3% |
| YTD | -29.0% | +57.3% | -86.3% | -51.6% |
| 1Y | -22.1% | +66.9% | -89.0% | -49.4% |
| 3Y | +49.1% | +85.7% | -36.5% | -14.7% |
| 5Y | -18.4% | +31.2% | -49.6% | -37.9% |
| All | -18.4% | +32.3% | -50.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling