+341.4%
CG vs CAPR
-77.1%
+418.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.1% |
| 7D | -1.3% | -9.5% | +8.2% | -1.1% |
| 30D | -3.2% | +121.5% | -124.7% | -5.2% |
| 3M | +6.2% | -65.4% | +71.6% | +7.0% |
| 6M | -4.7% | -67.5% | +62.9% | -3.9% |
| YTD | -20.6% | -68.6% | +48.0% | -20.0% |
| 1Y | -26.4% | +42.7% | -69.0% | -32.0% |
| 3Y | +55.4% | +43.4% | +12.0% | +38.5% |
| 5Y | +9.8% | +86.0% | -76.2% | -4.2% |
| 10Y | +341.4% | -77.4% | +418.8% | +273.1% |
| All | +341.4% | -77.1% | +418.5% | +273.1% |
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