+350.2%
CG vs BR
+897.0%
-546.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | +0.4% |
| 7D | -4.3% | -5.3% | +1.0% | -1.2% |
| 30D | -5.1% | +6.4% | -11.5% | -8.7% |
| 3M | +8.7% | +13.6% | -5.0% | -0.2% |
| 6M | -9.2% | -6.7% | -2.5% | -6.7% |
| YTD | -18.9% | -21.1% | +2.2% | -7.7% |
| 1Y | -25.6% | -29.6% | +3.9% | -9.2% |
| 3Y | +57.3% | -2.4% | +59.6% | +56.1% |
| 5Y | +10.2% | +11.2% | -1.1% | +0.1% |
| 10Y | +364.2% | +191.8% | +172.4% | +147.7% |
| All | +350.2% | +897.0% | -546.8% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling