+9.8%
CG vs MTB
+102.5%
-92.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -1.3% | +2.8% | -4.0% | -3.1% |
| 30D | -3.2% | -4.2% | +1.0% | -0.3% |
| 3M | +6.2% | +7.8% | -1.6% | +0.5% |
| 6M | -4.7% | +14.8% | -19.5% | -13.8% |
| YTD | -20.6% | +20.8% | -41.4% | -30.6% |
| 1Y | -26.4% | +23.1% | -49.5% | -36.5% |
| 3Y | +55.4% | +114.8% | -59.4% | -2.7% |
| 5Y | +9.8% | +103.3% | -93.5% | -28.0% |
| All | +9.8% | +102.5% | -92.6% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling