+350.2%
CG vs BG
+165.0%
+185.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | -4.3% | +2.8% | -7.1% | -5.3% |
| 30D | -5.1% | +12.0% | -17.1% | -8.9% |
| 3M | +8.7% | -7.7% | +16.4% | +10.9% |
| 6M | -9.2% | +4.5% | -13.7% | -11.9% |
| YTD | -18.9% | +35.7% | -54.5% | -28.5% |
| 1Y | -25.6% | +50.1% | -75.7% | -37.3% |
| 3Y | +57.3% | +12.6% | +44.7% | +44.3% |
| 5Y | +10.2% | +75.4% | -65.3% | -17.0% |
| 10Y | +364.2% | +150.5% | +213.7% | +170.1% |
| All | +350.2% | +165.0% | +185.2% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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