+271.0%
CG vs CAPR
-63.2%
+334.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.7% | +4.5% | -4.1% |
| 7D | -1.5% | +19.1% | -20.6% | -1.9% |
| 30D | +5.7% | +48.8% | -43.1% | +4.7% |
| 3M | -17.9% | +144.4% | -162.3% | -19.9% |
| 6M | -20.2% | -67.5% | +47.3% | -19.7% |
| YTD | -32.0% | -64.5% | +32.5% | -31.8% |
| 1Y | -27.0% | +74.4% | -101.5% | -32.9% |
| 3Y | +42.8% | +265.7% | -223.0% | +24.4% |
| 5Y | -23.4% | +196.0% | -219.4% | -33.9% |
| All | +271.0% | -63.2% | +334.1% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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