+320.1%
CG vs CAPR
-64.9%
+385.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.4% | -2.9% | +6.4% |
| 7D | +3.0% | +36.0% | -33.0% | +2.4% |
| 30D | +10.1% | +25.8% | -15.7% | +9.5% |
| 3M | -10.8% | +140.8% | -151.7% | -12.9% |
| 6M | -15.2% | -67.6% | +52.4% | -14.6% |
| YTD | -26.9% | -65.9% | +39.0% | -26.6% |
| 1Y | -17.0% | +66.1% | -83.1% | -23.6% |
| 3Y | +54.6% | +256.9% | -202.2% | +34.9% |
| 5Y | -16.7% | +172.1% | -188.8% | -28.0% |
| 10Y | +320.1% | -64.7% | +384.8% | +238.7% |
| All | +320.1% | -64.9% | +385.1% | +238.7% |
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