+295.1%
CG vs EAT
+333.9%
-38.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.2% |
| 7D | -3.8% | -8.9% | +5.1% | -1.2% |
| 30D | +7.5% | +3.4% | +4.1% | +6.0% |
| 3M | -14.4% | -9.3% | -5.0% | -12.9% |
| 6M | -15.7% | +43.8% | -59.4% | -26.0% |
| YTD | -29.0% | +39.9% | -68.8% | -37.8% |
| 1Y | -22.1% | +89.7% | -111.8% | -38.3% |
| 3Y | +49.1% | +491.3% | -442.1% | -18.6% |
| 5Y | -18.4% | +365.4% | -383.8% | -54.3% |
| 10Y | +295.1% | +325.9% | -30.8% | +72.6% |
| All | +295.1% | +333.9% | -38.8% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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