+322.7%
CG vs MKTX
+461.3%
-138.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | -7.1% | +1.0% | -8.0% | -7.3% |
| 3M | -1.6% | +40.8% | -42.4% | -10.8% |
| 6M | -8.3% | -10.9% | +2.6% | -6.7% |
| YTD | -23.8% | -8.6% | -15.2% | -23.1% |
| 1Y | -28.7% | -11.6% | -17.2% | -27.7% |
| 3Y | +49.2% | -24.5% | +73.7% | +52.1% |
| 5Y | +5.5% | -60.7% | +66.2% | +27.2% |
| 10Y | +331.2% | +5.1% | +326.1% | +296.6% |
| All | +322.7% | +461.3% | -138.5% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling