-21.5%
CG vs CAPR
+172.3%
-193.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +8.0% | +1.2% |
| 7D | +0.2% | +5.9% | -5.7% | 0.0% |
| 30D | +11.2% | +44.6% | -33.4% | +10.3% |
| 3M | -22.1% | +126.4% | -148.5% | -23.6% |
| 6M | -17.9% | -68.6% | +50.7% | -17.3% |
| YTD | -31.3% | -67.0% | +35.7% | -31.0% |
| 1Y | -24.0% | +65.2% | -89.1% | -29.8% |
| 3Y | +45.0% | +235.6% | -190.6% | +14.8% |
| All | -21.5% | +172.3% | -193.7% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling