+350.2%
CG vs CAPR
-93.9%
+444.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -4.3% | -2.0% | -2.3% | -4.3% |
| 30D | -5.1% | +139.2% | -144.3% | -7.2% |
| 3M | +8.7% | -66.4% | +75.0% | +9.5% |
| 6M | -9.2% | -63.1% | +53.9% | -8.8% |
| YTD | -18.9% | -67.4% | +48.6% | -18.3% |
| 1Y | -25.6% | +58.2% | -83.9% | -31.3% |
| 3Y | +57.3% | +42.2% | +15.1% | +41.2% |
| 5Y | +10.2% | +87.3% | -77.1% | -3.0% |
| 10Y | +364.2% | -75.3% | +439.5% | +284.8% |
| All | +350.2% | -93.9% | +444.1% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling