+331.2%
CG vs MTB
+172.8%
+158.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -6.4% | +1.1% | -7.5% | -7.0% |
| 30D | -7.1% | -4.6% | -2.4% | -4.6% |
| 3M | -1.6% | +6.3% | -7.8% | -5.0% |
| 6M | -8.3% | +15.6% | -23.9% | -15.6% |
| YTD | -23.8% | +20.6% | -44.4% | -31.4% |
| 1Y | -28.7% | +22.5% | -51.3% | -36.4% |
| 3Y | +49.2% | +114.4% | -65.3% | +1.5% |
| 5Y | +5.5% | +101.9% | -96.4% | -26.9% |
| 10Y | +331.2% | +170.4% | +160.8% | +136.0% |
| All | +331.2% | +172.8% | +158.4% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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