+305.2%
CG vs MKTX
+5.0%
+300.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.9% | -0.2% | -9.6% | -9.8% |
| 30D | -11.7% | +0.7% | -12.4% | -11.8% |
| 3M | -4.3% | +40.8% | -45.1% | -13.6% |
| 6M | -8.8% | -8.0% | -0.8% | -7.7% |
| YTD | -26.9% | -8.7% | -18.1% | -26.0% |
| 1Y | -35.4% | -11.8% | -23.6% | -34.2% |
| 3Y | +43.0% | -24.0% | +67.1% | +45.6% |
| 5Y | +1.9% | -60.3% | +62.2% | +24.7% |
| All | +305.2% | +5.0% | +300.1% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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