+274.8%
CG vs M
-7.1%
+281.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +0.2% | +7.0% | -6.8% | -1.5% |
| 30D | +11.2% | +8.9% | +2.3% | +8.9% |
| 3M | -22.1% | +4.5% | -26.6% | -23.0% |
| 6M | -17.9% | +36.2% | -54.1% | -24.6% |
| YTD | -31.3% | +15.1% | -46.4% | -34.4% |
| 1Y | -24.0% | +27.4% | -51.4% | -29.4% |
| 3Y | +45.0% | +160.1% | -115.2% | +8.6% |
| 5Y | -22.6% | -1.6% | -21.1% | -30.7% |
| All | +274.8% | -7.1% | +281.9% | +137.0% |
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