+277.2%
CG vs MDY
+345.1%
-67.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -2.8% |
| 7D | -1.5% | +3.0% | -4.5% | -4.9% |
| 30D | +5.7% | +0.8% | +4.9% | +5.0% |
| 3M | -17.9% | -5.1% | -12.7% | -12.0% |
| 6M | -20.2% | +1.2% | -21.4% | -21.0% |
| YTD | -32.0% | +12.5% | -44.5% | -40.5% |
| 1Y | -27.0% | +13.8% | -40.8% | -36.9% |
| 3Y | +42.8% | +56.4% | -13.7% | -11.1% |
| 5Y | -23.4% | +35.3% | -58.7% | -41.6% |
| 10Y | +278.2% | +167.7% | +110.4% | +40.5% |
| All | +277.2% | +345.1% | -67.9% | -4.4% |
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