+305.5%
CG vs IBN
+571.5%
-266.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.0% |
| 7D | +3.0% | +14.6% | -11.6% | -2.2% |
| 30D | +10.1% | +23.5% | -13.4% | +1.6% |
| 3M | -10.8% | +14.0% | -24.8% | -15.3% |
| 6M | -15.2% | +31.1% | -46.4% | -23.6% |
| YTD | -26.9% | +16.6% | -43.5% | -31.2% |
| 1Y | -17.0% | +14.9% | -32.0% | -21.5% |
| 3Y | +54.6% | +56.9% | -2.2% | +29.3% |
| 5Y | -16.7% | +69.7% | -86.4% | -31.9% |
| 10Y | +320.1% | +365.4% | -45.2% | +138.6% |
| All | +305.5% | +571.5% | -266.0% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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