+305.9%
CG vs CAPR
-68.2%
+374.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.9% | +8.5% | -1.2% |
| 7D | +2.0% | +7.6% | -5.7% | +1.8% |
| 30D | +8.5% | +13.3% | -4.7% | +8.2% |
| 3M | -12.1% | +130.4% | -142.5% | -14.1% |
| 6M | -16.4% | -70.8% | +54.4% | -15.6% |
| YTD | -28.0% | -69.3% | +41.3% | -27.5% |
| 1Y | -18.9% | +59.5% | -78.4% | -25.3% |
| 3Y | +51.2% | +216.8% | -165.5% | +32.2% |
| 5Y | -15.9% | +152.7% | -168.6% | -27.1% |
| 10Y | +305.9% | -68.2% | +374.1% | +228.1% |
| All | +305.9% | -68.2% | +374.1% | +228.1% |
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