+281.1%
CG vs MDY
+344.5%
-63.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.2% |
| 7D | +0.2% | +2.3% | -2.1% | -2.4% |
| 30D | +11.2% | +2.0% | +9.2% | +8.8% |
| 3M | -22.1% | -5.6% | -16.5% | -16.0% |
| 6M | -17.9% | +1.3% | -19.2% | -18.8% |
| YTD | -31.3% | +12.3% | -43.6% | -39.8% |
| 1Y | -24.0% | +15.8% | -39.8% | -35.7% |
| 3Y | +45.0% | +56.5% | -11.5% | -9.8% |
| 5Y | -22.6% | +35.1% | -57.8% | -40.9% |
| 10Y | +282.1% | +167.4% | +114.7% | +42.1% |
| All | +281.1% | +344.5% | -63.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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