+305.2%
CG vs BR
+189.7%
+115.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -9.9% | -3.0% | -6.9% | -8.2% |
| 30D | -11.7% | -0.3% | -11.4% | -11.5% |
| 3M | -4.3% | +17.3% | -21.6% | -14.0% |
| 6M | -8.8% | -6.7% | -2.1% | -5.9% |
| YTD | -26.9% | -23.4% | -3.4% | -14.8% |
| 1Y | -35.4% | -32.7% | -2.8% | -18.2% |
| 3Y | +43.0% | -5.9% | +48.9% | +45.1% |
| 5Y | +1.9% | +8.4% | -6.5% | -6.7% |
| All | +305.2% | +189.7% | +115.5% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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