+290.3%
CG vs M
-4.2%
+294.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.5% |
| 7D | -1.2% | -4.3% | +3.1% | -0.1% |
| 30D | +5.0% | +1.3% | +3.8% | +4.7% |
| 3M | -18.2% | -7.4% | -10.8% | -16.8% |
| 6M | -20.7% | +18.3% | -39.1% | -24.6% |
| YTD | -31.4% | +7.6% | -39.0% | -33.4% |
| 1Y | -22.3% | +17.4% | -39.6% | -26.3% |
| 3Y | +50.2% | +108.4% | -58.2% | +18.5% |
| 5Y | -22.1% | -10.6% | -11.4% | -28.6% |
| All | +290.3% | -4.2% | +294.5% | +150.2% |
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