+280.5%
CG vs CAPR
-94.2%
+374.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -0.7% |
| 7D | -1.2% | +41.1% | -42.3% | -1.9% |
| 30D | +5.0% | +11.1% | -6.1% | +4.7% |
| 3M | -18.2% | +115.3% | -133.5% | -19.9% |
| 6M | -20.7% | -73.8% | +53.1% | -19.8% |
| YTD | -31.4% | -68.8% | +37.4% | -31.0% |
| 1Y | -22.3% | +43.3% | -65.6% | -28.0% |
| 3Y | +50.2% | +214.7% | -164.5% | +32.4% |
| 5Y | -22.1% | +141.3% | -163.3% | -31.8% |
| 10Y | +295.5% | -67.0% | +362.6% | +225.7% |
| All | +280.5% | -94.2% | +374.7% | +218.9% |
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