-10.9%
CG vs MULL
+2,620.5%
-2,631.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.4% | -9.4% | -4.6% |
| 7D | -6.4% | +14.8% | -21.2% | -7.8% |
| 30D | -7.1% | +36.6% | -43.6% | -10.5% |
| 3M | -1.6% | -8.9% | +7.3% | -5.7% |
| 6M | -8.3% | +311.9% | -320.3% | -33.7% |
| YTD | -23.8% | +579.8% | -603.6% | -51.3% |
| 1Y | -28.7% | +2,421.5% | -2,450.3% | -67.2% |
| All | -10.9% | +2,620.5% | -2,631.4% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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