+261.8%
CG vs FND
+54.9%
+206.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | -9.8% | -5.1% | -4.7% | -8.0% |
| 30D | -10.3% | -22.5% | +12.2% | -1.1% |
| 3M | -1.7% | -5.0% | +3.3% | -1.3% |
| 6M | -9.8% | -21.5% | +11.7% | -3.4% |
| YTD | -25.6% | -23.0% | -2.6% | -20.0% |
| 1Y | -32.5% | -44.9% | +12.4% | -17.5% |
| 3Y | +45.6% | -50.0% | +95.6% | +77.8% |
| 5Y | +3.7% | -63.3% | +67.0% | +35.0% |
| All | +261.8% | +54.9% | +206.8% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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