+305.9%
CG vs M
-3.0%
+309.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | +2.0% | +5.0% | -3.1% | +0.7% |
| 30D | +8.5% | +10.6% | -2.1% | +5.9% |
| 3M | -12.1% | +1.6% | -13.7% | -12.6% |
| 6M | -16.4% | +30.8% | -47.3% | -22.5% |
| YTD | -28.0% | +16.9% | -44.9% | -31.5% |
| 1Y | -18.9% | +26.3% | -45.2% | -24.5% |
| 3Y | +51.2% | +158.6% | -107.4% | +13.4% |
| 5Y | -15.9% | +2.1% | -18.0% | -25.3% |
| 10Y | +305.9% | -4.3% | +310.3% | +158.4% |
| All | +305.9% | -3.0% | +309.0% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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